Database exists, assume schema does, too.
Seasonal Indexes
03-31 06-30 09-30 12-31
0 Energy ETF Information Technology ETF Information Technology ETF Information Technology ETF
1 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Financials ETF
2 Utilities ETF Energy ETF SP500 Materials ETF
3 SP1500 Materials ETF Industrials ETF SP600
4 Industrials ETF SP1500 SP1500 Consumer Discretionary ETF
5 SP500 SP500 Health Care ETF SP400
6 SP600 SP600 Utilities ETF SP500
7 Health Care ETF SP400 Consumer Staples ETF SP1500
8 Consumer Staples ETF Health Care ETF Financials ETF Health Care ETF
9 SP400 Communication Services ETF Materials ETF Consumer Staples ETF
10 Financials ETF Real Estate ETF Communication Services ETF Energy ETF
11 Consumer Discretionary ETF Financials ETF SP400 Utilities ETF
12 Real Estate ETF Industrials ETF Real Estate ETF Industrials ETF
13 Materials ETF Consumer Staples ETF SP600 Real Estate ETF
14 Communication Services ETF Utilities ETF Energy ETF Communication Services ETF
03-31 06-30 09-30 12-31
SP1500 -0.010622 0.081757 0.041626 0.049958
SP500 -0.011990 0.080771 0.045646 0.050086
SP600 -0.017768 0.080509 0.019158 0.057970
SP400 -0.019859 0.080174 0.020554 0.051549
Communication Services ETF -0.032872 0.075995 0.022591 0.017899
Consumer Discretionary ETF -0.021214 0.120254 0.052510 0.052777
Consumer Staples ETF -0.018663 0.035480 0.034807 0.045915
Energy ETF 0.055913 0.096281 -0.039735 0.042416
Financials ETF -0.020711 0.061049 0.030176 0.065446
Health Care ETF -0.017923 0.078706 0.041045 0.047467
Industrials ETF -0.011020 0.058300 0.045427 0.039920
Information Technology ETF 0.006217 0.121831 0.068693 0.067531
Materials ETF -0.026671 0.082827 0.027940 0.058669
Real Estate ETF -0.026416 0.075756 0.019424 0.038472
Utilities ETF -0.001263 0.026125 0.039218 0.042001
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current
06-14
Energy ETF 0.093610
Consumer Staples ETF -0.087285
Utilities ETF -0.106792
Materials ETF -0.127132
Health Care ETF -0.132440
SP600 -0.137592
Industrials ETF -0.154625
SP400 -0.169115
SP1500 -0.170565
SP500 -0.172195
Financials ETF -0.177428
Real Estate ETF -0.194242
Information Technology ETF -0.223828
Communication Services ETF -0.227572
Consumer Discretionary ETF -0.252326
standard deviations
03-31 06-30 09-30 12-31
SP1500 0.134644 0.072380 0.037999 0.110320
SP500 0.127411 0.070450 0.039033 0.106496
SP600 0.199479 0.088447 0.037096 0.179394
SP400 0.157662 0.100224 0.037075 0.138781
Communication Services ETF 0.138244 0.095192 0.045269 0.123434
Consumer Discretionary ETF 0.151791 0.146922 0.083611 0.127243
Consumer Staples ETF 0.096633 0.035421 0.049261 0.063730
Energy ETF 0.369457 0.166709 0.099129 0.202483
Financials ETF 0.192299 0.053666 0.014462 0.140299
Health Care ETF 0.079810 0.054107 0.065798 0.098650
Industrials ETF 0.178470 0.072339 0.066050 0.134044
Information Technology ETF 0.135329 0.113409 0.054569 0.136753
Materials ETF 0.163483 0.099766 0.065317 0.127072
Real Estate ETF 0.161483 0.056090 0.032025 0.078165
Utilities ETF 0.092016 0.021473 0.033841 0.054883
t scores
03-31 06-30 09-30 12-31
SP1500 -0.035281 0.505153 0.489908 0.202519
SP500 -0.042087 0.512730 0.522980 0.210329
SP600 -0.039834 0.407076 0.230960 0.144515
SP400 -0.056330 0.357747 0.247928 0.166115
Communication Services ETF -0.106341 0.357027 0.223180 0.064848
Consumer Discretionary ETF -0.062503 0.366041 0.280865 0.185493
Consumer Staples ETF -0.086371 0.447954 0.315992 0.322196
Energy ETF 0.067680 0.258283 -0.179260 0.093682
Financials ETF -0.048166 0.508740 0.933164 0.208614
Health Care ETF -0.100433 0.650529 0.278976 0.215182
Industrials ETF -0.027615 0.360421 0.307577 0.133187
Information Technology ETF 0.020546 0.480423 0.562966 0.220841
Materials ETF -0.072960 0.371283 0.191302 0.206478
Real Estate ETF -0.073157 0.604012 0.271246 0.220111
Utilities ETF -0.006140 0.544116 0.518265 0.342246
p values
03-31 06-30 09-30 12-31
SP1500 0.487036 0.675887 0.671106 0.573766
SP500 0.484537 0.678247 0.681422 0.576557
SP600 0.485364 0.644372 0.583899 0.552872
SP400 0.479310 0.627889 0.589904 0.560685
Communication Services ETF 0.461012 0.627646 0.581136 0.523813
Consumer Discretionary ETF 0.477047 0.630688 0.601465 0.567662
Consumer Staples ETF 0.468307 0.657720 0.613641 0.615774
Energy ETF 0.524851 0.593553 0.434579 0.534366
Financials ETF 0.482306 0.677006 0.790214 0.575945
Health Care ETF 0.463168 0.719135 0.600805 0.578288
Industrials ETF 0.489852 0.628793 0.610739 0.548761
Information Technology ETF 0.507551 0.668108 0.693606 0.580304
Materials ETF 0.473215 0.632451 0.569748 0.575182
Real Estate ETF 0.473143 0.705773 0.598102 0.580044
Utilities ETF 0.497743 0.687902 0.679964 0.622630
array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)
Energy ETF Consumer Staples ETF Utilities ETF Materials ETF Health Care ETF SP600 Industrials ETF SP400 SP1500 SP500 Financials ETF Real Estate ETF Information Technology ETF Communication Services ETF Consumer Discretionary ETF
2017-03-31 00:00:00 nan nan nan nan nan nan nan nan nan nan nan nan nan nan nan
2017-06-30 00:00:00 -0.078709 0.010040 0.022113 0.026999 0.072895 0.018327 0.042167 0.031752 0.030375 0.030708 0.038955 0.017375 0.041388 -0.024136 0.028386
2017-09-30 00:00:00 0.069612 -0.012346 0.031518 0.066617 0.040565 0.064962 0.052781 0.035020 0.044807 0.045666 0.052789 0.008095 0.083223 0.015498 0.014521
2017-12-31 00:00:00 0.073946 0.059268 0.000687 0.071798 0.018576 0.038747 0.066175 0.074139 0.066880 0.069917 0.073683 0.012742 0.093087 0.000763 0.097848
2018-03-31 00:00:00 -0.078807 -0.073521 -0.033734 -0.072483 -0.020049 -0.011631 -0.033542 -0.003978 -0.021321 -0.024130 -0.015065 -0.086159 0.020711 -0.085669 -0.001942
2018-06-30 00:00:00 0.150528 0.006353 0.053422 0.036210 0.055259 0.106722 -0.008057 0.045520 0.052094 0.047568 -0.011331 0.094633 0.080437 0.035862 0.088528
2018-09-30 00:00:00 0.021911 0.050064 0.019751 0.007338 0.137698 0.032842 0.094874 0.032902 0.070536 0.078236 0.031675 0.000044 0.117719 0.023115 0.066008
2018-12-31 00:00:00 -0.267451 -0.055862 0.009925 -0.154310 -0.108129 -0.193040 -0.183620 -0.172165 -0.142834 -0.137319 -0.138848 -0.058855 -0.174415 -0.143117 -0.162070
2019-03-31 00:00:00 0.178564 0.111156 0.103055 0.126958 0.081835 0.124660 0.183161 0.157497 0.151853 0.144236 0.109942 0.173365 0.217473 0.139541 0.157197
2019-06-30 00:00:00 -0.048754 0.036556 0.035855 0.040951 0.017469 0.010843 0.034436 0.030815 0.039106 0.040369 0.067026 0.015389 0.054745 0.035928 0.040127
2019-09-30 00:00:00 -0.075658 0.056319 0.090872 -0.013089 -0.035439 -0.004200 0.004465 -0.009122 0.006291 0.011423 0.013235 0.075811 0.016115 -0.002023 0.002509
2019-12-31 00:00:00 0.054552 0.036517 0.002011 0.066971 0.147851 0.082573 0.058155 0.066590 0.090490 0.089876 0.096390 0.005745 0.139034 0.086727 0.056223
2020-03-31 00:00:00 -0.523877 -0.141472 -0.141270 -0.278876 -0.131539 -0.328050 -0.279339 -0.247693 -0.205302 -0.194477 -0.330709 -0.241350 -0.131215 -0.187109 -0.231167
2020-06-30 00:00:00 0.332245 0.094561 0.024507 0.260712 0.164463 0.223617 0.182339 0.259149 0.206715 0.201618 0.135641 0.135399 0.318555 0.224230 0.379795
2020-09-30 00:00:00 -0.188315 0.098022 0.051209 0.120651 0.062281 0.032878 0.118587 0.068091 0.086119 0.090383 0.028859 0.013268 0.120087 0.097573 0.192380
2020-12-31 00:00:00 0.300830 0.074374 0.073335 0.172363 0.101111 0.312278 0.178685 0.211458 0.132216 0.121185 0.253698 0.092916 0.138205 0.182130 0.172875
2021-03-31 00:00:00 0.324479 0.030385 0.031042 0.105419 0.025327 0.184526 0.116450 0.084662 0.070761 0.063518 0.165207 0.087920 0.015110 0.083288 0.073815
2021-06-30 00:00:00 0.126094 0.029888 -0.005272 0.049264 0.083442 0.043034 0.040613 0.033635 0.080495 0.083593 0.074954 0.115985 0.114030 0.108092 0.064435
2021-09-30 00:00:00 -0.026222 -0.018026 0.002739 -0.041816 0.000121 -0.030694 -0.043573 -0.024123 0.000378 0.002523 0.024323 -0.000098 0.006319 -0.021207 -0.012866
2021-12-31 00:00:00 0.050203 0.115277 0.124048 0.136524 0.077925 0.049293 0.080207 0.077726 0.103038 0.106772 0.042310 0.139811 0.141743 -0.037011 0.099010
2022-03-31 00:00:00 0.379204 -0.019862 0.034591 -0.014374 -0.045192 -0.058344 -0.041831 -0.089783 -0.049102 -0.049099 -0.032929 -0.065856 -0.090992 -0.114414 -0.103975
2022-06-14 00:00:00 0.093610 -0.087285 -0.106792 -0.127132 -0.132440 -0.137592 -0.154625 -0.169115 -0.170565 -0.172195 -0.177428 -0.194242 -0.223828 -0.227572 -0.252326
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-14 00:00:00
0 SP1500 Health Care ETF Information Technology ETF Consumer Discretionary ETF Information Technology ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Financials ETF Utilities ETF Health Care ETF Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF SP600 Energy ETF Energy ETF Financials ETF Information Technology ETF Energy ETF Energy ETF
1 SP500 Industrials ETF Energy ETF Information Technology ETF Consumer Discretionary ETF SP600 Information Technology ETF Consumer Staples ETF Industrials ETF Information Technology ETF Real Estate ETF Information Technology ETF Health Care ETF Energy ETF Materials ETF Energy ETF SP600 Real Estate ETF Information Technology ETF Real Estate ETF Utilities ETF Consumer Staples ETF
2 SP600 Information Technology ETF Materials ETF SP400 SP400 Real Estate ETF Industrials ETF Real Estate ETF Energy ETF Materials ETF Consumer Staples ETF Financials ETF Utilities ETF Information Technology ETF Information Technology ETF Financials ETF Financials ETF Information Technology ETF Utilities ETF Materials ETF Materials ETF Utilities ETF
3 SP400 Financials ETF SP600 Energy ETF SP600 Consumer Discretionary ETF SP500 Health Care ETF Real Estate ETF SP500 Information Technology ETF SP1500 Consumer Staples ETF Materials ETF Industrials ETF SP400 Industrials ETF Communication Services ETF SP500 Utilities ETF Consumer Staples ETF Materials ETF
4 Communication Services ETF SP400 Financials ETF Financials ETF Financials ETF Information Technology ETF SP1500 SP500 SP400 Consumer Discretionary ETF Financials ETF SP500 Communication Services ETF SP400 Consumer Staples ETF Communication Services ETF Materials ETF SP500 SP1500 Consumer Staples ETF Financials ETF Health Care ETF
5 Consumer Discretionary ETF SP500 Industrials ETF Materials ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Financials ETF Consumer Discretionary ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Communication Services ETF Industrials ETF Real Estate ETF Health Care ETF Health Care ETF SP500 Industrials ETF SP600
6 Consumer Staples ETF SP1500 SP500 SP500 SP1500 Utilities ETF Consumer Staples ETF SP1500 SP1500 Consumer Staples ETF SP1500 SP600 SP1500 SP600 SP500 Consumer Discretionary ETF SP400 SP1500 Real Estate ETF SP1500 Health Care ETF Industrials ETF
7 Energy ETF Consumer Discretionary ETF SP1500 SP1500 SP500 SP1500 SP400 Communication Services ETF SP500 Communication Services ETF Industrials ETF Materials ETF Consumer Discretionary ETF SP1500 SP1500 Materials ETF Communication Services ETF Financials ETF Consumer Discretionary ETF Consumer Discretionary ETF SP500 SP400
8 Financials ETF Materials ETF Health Care ETF Industrials ETF Industrials ETF SP500 SP600 Materials ETF Communication Services ETF Utilities ETF Consumer Discretionary ETF SP400 Real Estate ETF SP500 SP400 Information Technology ETF Consumer Discretionary ETF Consumer Discretionary ETF Consumer Staples ETF Industrials ETF SP1500 SP1500
9 Health Care ETF Utilities ETF SP400 Consumer Staples ETF Utilities ETF SP400 Financials ETF Consumer Discretionary ETF Materials ETF Industrials ETF Communication Services ETF Industrials ETF SP400 Industrials ETF Health Care ETF SP1500 SP1500 Materials ETF Communication Services ETF Health Care ETF SP600 SP500
10 Industrials ETF SP600 Utilities ETF SP600 Materials ETF Materials ETF Communication Services ETF SP400 SP600 SP400 SP600 Consumer Discretionary ETF Materials ETF Health Care ETF Utilities ETF SP500 SP500 SP600 SP400 SP400 Real Estate ETF Financials ETF
11 Information Technology ETF Real Estate ETF Communication Services ETF Health Care ETF Consumer Staples ETF Communication Services ETF Energy ETF Information Technology ETF Consumer Staples ETF Health Care ETF SP400 Energy ETF Industrials ETF Financials ETF SP600 Health Care ETF Utilities ETF Industrials ETF Energy ETF Energy ETF SP400 Real Estate ETF
12 Materials ETF Consumer Staples ETF Consumer Discretionary ETF Real Estate ETF Energy ETF Consumer Staples ETF Utilities ETF Industrials ETF Financials ETF Real Estate ETF Materials ETF Consumer Staples ETF SP600 Real Estate ETF Financials ETF Real Estate ETF Consumer Staples ETF SP400 SP600 SP600 Information Technology ETF Information Technology ETF
13 Real Estate ETF Communication Services ETF Real Estate ETF Communication Services ETF Communication Services ETF Industrials ETF Materials ETF SP600 Utilities ETF SP600 Health Care ETF Real Estate ETF Financials ETF Consumer Staples ETF Real Estate ETF Consumer Staples ETF Health Care ETF Consumer Staples ETF Materials ETF Financials ETF Consumer Discretionary ETF Communication Services ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Real Estate ETF Financials ETF Real Estate ETF Energy ETF Health Care ETF Energy ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Utilities ETF Information Technology ETF Utilities ETF Industrials ETF Communication Services ETF Communication Services ETF Consumer Discretionary ETF
Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
2022-06-14
Information Technology ETF 0.101468
Consumer Discretionary ETF 0.100144
Energy ETF 0.080032
Materials ETF 0.068776
SP1500 0.067882
SP500 0.067058
SP600 0.066839
SP400 0.066560
Health Care ETF 0.065333
Communication Services ETF 0.063069
Real Estate ETF 0.062870
Financials ETF 0.050604
Industrials ETF 0.048315
Consumer Staples ETF 0.029348
Utilities ETF 0.021593
2017-03-31 00:00:00 2017-06-30 00:00:00 2017-09-30 00:00:00 2017-12-31 00:00:00 2018-03-31 00:00:00 2018-06-30 00:00:00 2018-09-30 00:00:00 2018-12-31 00:00:00 2019-03-31 00:00:00 2019-06-30 00:00:00 2019-09-30 00:00:00 2019-12-31 00:00:00 2020-03-31 00:00:00 2020-06-30 00:00:00 2020-09-30 00:00:00 2020-12-31 00:00:00 2021-03-31 00:00:00 2021-06-30 00:00:00 2021-09-30 00:00:00 2021-12-31 00:00:00 2022-03-31 00:00:00 2022-06-14 00:00:00
0 SP1500 Utilities ETF Energy ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Health Care ETF Utilities ETF Information Technology ETF Utilities ETF Real Estate ETF Health Care ETF Health Care ETF Consumer Discretionary ETF Consumer Discretionary ETF Energy ETF Energy ETF Real Estate ETF Energy ETF Real Estate ETF Energy ETF Information Technology ETF
1 SP500 Health Care ETF SP600 Energy ETF SP400 Utilities ETF Energy ETF Real Estate ETF Real Estate ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Energy ETF Materials ETF SP600 SP600 Communication Services ETF Financials ETF Utilities ETF Utilities ETF Consumer Discretionary ETF
2 SP600 Industrials ETF Materials ETF Industrials ETF Information Technology ETF SP600 Industrials ETF Consumer Staples ETF Industrials ETF Consumer Staples ETF Consumer Staples ETF Communication Services ETF Information Technology ETF Information Technology ETF Communication Services ETF Financials ETF Financials ETF Energy ETF Real Estate ETF Materials ETF Materials ETF Energy ETF
3 SP400 Financials ETF Financials ETF Information Technology ETF SP600 Real Estate ETF Information Technology ETF Health Care ETF Consumer Discretionary ETF Industrials ETF Financials ETF SP1500 Utilities ETF SP400 Industrials ETF Communication Services ETF Materials ETF Financials ETF Utilities ETF Information Technology ETF Consumer Staples ETF Materials ETF
4 Communication Services ETF Consumer Staples ETF Information Technology ETF SP400 Financials ETF Health Care ETF SP500 Communication Services ETF SP400 Communication Services ETF SP600 SP500 Communication Services ETF Materials ETF Consumer Staples ETF SP400 Industrials ETF Health Care ETF Health Care ETF Consumer Staples ETF Financials ETF SP1500
5 Consumer Discretionary ETF SP400 SP400 SP500 Health Care ETF Consumer Staples ETF SP1500 SP500 Communication Services ETF SP500 Communication Services ETF Financials ETF SP500 Communication Services ETF Information Technology ETF Industrials ETF Communication Services ETF SP500 SP1500 SP500 Health Care ETF SP500
6 Consumer Staples ETF SP500 Industrials ETF SP1500 SP1500 SP1500 Consumer Staples ETF SP1500 SP1500 Materials ETF SP400 SP600 SP1500 SP600 SP400 Consumer Discretionary ETF Real Estate ETF SP1500 SP500 SP1500 Industrials ETF SP600
7 Energy ETF SP1500 SP1500 Consumer Staples ETF SP500 Consumer Discretionary ETF SP600 Financials ETF SP500 SP1500 SP500 Industrials ETF Consumer Discretionary ETF SP1500 SP500 Materials ETF SP400 Consumer Staples ETF Communication Services ETF Consumer Discretionary ETF SP500 SP400
8 Financials ETF Materials ETF SP500 Materials ETF Industrials ETF SP500 Consumer Discretionary ETF Materials ETF Materials ETF SP400 SP1500 SP400 Real Estate ETF Industrials ETF SP1500 SP1500 Consumer Discretionary ETF Information Technology ETF SP400 Industrials ETF SP1500 Health Care ETF
9 Health Care ETF Real Estate ETF Health Care ETF Financials ETF Utilities ETF SP400 SP400 Consumer Discretionary ETF SP600 Real Estate ETF Energy ETF Energy ETF SP400 SP500 Health Care ETF SP500 SP1500 Industrials ETF SP600 Health Care ETF Real Estate ETF Communication Services ETF
10 Industrials ETF SP600 Communication Services ETF Communication Services ETF Materials ETF Communication Services ETF Financials ETF Industrials ETF Financials ETF Health Care ETF Industrials ETF Materials ETF Materials ETF Health Care ETF SP600 Information Technology ETF SP500 Utilities ETF Consumer Staples ETF SP400 SP600 Real Estate ETF
11 Information Technology ETF Information Technology ETF Utilities ETF SP600 Communication Services ETF Information Technology ETF Communication Services ETF SP400 Consumer Staples ETF Information Technology ETF Materials ETF Consumer Discretionary ETF Industrials ETF Financials ETF Utilities ETF Real Estate ETF Consumer Staples ETF Materials ETF Information Technology ETF Energy ETF SP400 Financials ETF
12 Materials ETF Consumer Discretionary ETF Real Estate ETF Real Estate ETF Consumer Staples ETF Materials ETF Real Estate ETF Information Technology ETF Energy ETF SP600 Consumer Discretionary ETF Consumer Staples ETF Financials ETF Real Estate ETF Financials ETF Health Care ETF Health Care ETF SP600 Consumer Discretionary ETF SP600 Communication Services ETF Industrials ETF
13 Real Estate ETF Communication Services ETF Consumer Discretionary ETF Health Care ETF Real Estate ETF Industrials ETF Utilities ETF SP600 Utilities ETF Consumer Discretionary ETF Information Technology ETF Real Estate ETF SP600 Consumer Staples ETF Real Estate ETF Utilities ETF Utilities ETF SP400 Materials ETF Financials ETF Consumer Discretionary ETF Consumer Staples ETF
14 Utilities ETF Energy ETF Consumer Staples ETF Utilities ETF Energy ETF Financials ETF Materials ETF Energy ETF Health Care ETF Energy ETF Health Care ETF Utilities ETF Energy ETF Utilities ETF Energy ETF Consumer Staples ETF Information Technology ETF Consumer Discretionary ETF Industrials ETF Communication Services ETF Information Technology ETF Utilities ETF
Index Symbol risk_trend_factor
0 SP500 SPY -3.321707
1 SP1500 SPTM -3.358764
2 SP400 MDYG -4.591661
3 SP600 SLY -4.866667
Symbol risk_trend_factor Sector
3 VDE 1.395093 Energy ETF
2 VDC -2.027309 Consumer Staples ETF
10 VPU -2.036765 Utilities ETF
8 VAW -2.726447 Materials ETF
9 VNQ -2.883868 Real Estate ETF
5 VHT -2.889925 Health Care ETF
4 VFH -4.046674 Financials ETF
6 VIS -4.146982 Industrials ETF
1 VCR -4.247322 Consumer Discretionary ETF
7 VGT -4.508045 Information Technology ETF
0 VOX -6.489858 Communication Services ETF
Rolling Quarterly Mean Return
Quarterly Returns
0.812633541825487
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2744307430.py:13: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  temp_sm.iloc[np.where(temp_sm.index==spdr__)][['index']] = spdr__i
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\pandas\core\indexing.py:1637: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  self._setitem_single_block(indexer, value, name)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\pandas\core\indexing.py:692: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  iloc._setitem_with_indexer(indexer, value, self.name)
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2744307430.py:14: SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame.
Try using .loc[row_indexer,col_indexer] = value instead

See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy
  temp_sm.iloc[np.where(temp_sm.index==spdr__)][['index_Symbol']] = spdr__
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')
Symbol latest_p risk_trend_factor adf hurst Sector Market Index vol_30d_2yr
0 ACC 64.419998 19.217024 0.979637 0.418255 error SP400 13781055000.0
1 MTOR 36.0 5.543488 0.304331 0.434725 Consumer Cyclical SP600 7888381900.0
2 Y 832.0 2.342256 0.38518 0.458449 Financial Services SP400 828602100.0
3 TWI 19.15 1.92163 0.891295 0.499041 Industrials SP600 5400736000.0
4 PBF 38.919998 1.908312 0.699548 0.555964 Energy SP600 47517805800.0
5 SAFM 207.410004 1.772278 0.669942 0.477196 Consumer Defensive SP400 2596619200.0
6 MPC 102.669998 1.736425 0.977688 0.523103 Energy SP500 72756266000.0
7 DVN 70.589996 1.66933 0.988553 0.552856 Energy SP500 121752263500.0
8 VLO 133.75 1.628343 0.922874 0.537334 Energy SP500 46297639500.0
9 COP 111.489998 1.627301 0.980711 0.490397 Energy SP500 96861604200.0
10 LNTH 62.580002 1.62217 0.98634 0.532554 Healthcare SP600 7190737100.0
11 MRO 28.790001 1.564966 0.948885 0.544141 Energy SP500 252220800100.0
12 APA 46.0 1.525584 0.413628 0.447575 Energy SP500 105341198700.0
13 XOM 96.099998 1.519786 0.958139 0.535838 Energy SP500 282584082100.0
14 NTUS 31.790001 1.497267 0.159539 0.413711 Healthcare SP600 2379907100.0
15 BANF 91.309998 1.492805 0.916616 0.536421 error SP600 1269485800.0
16 SM 48.68 1.482713 0.962497 0.477599 Energy SP600 43971070600.0
17 FANG 149.630005 1.431262 0.795622 0.471983 Energy SP500 30862818500.0
18 MUSA 233.460007 1.409106 0.994555 0.410124 Consumer Cyclical SP400 2942817400.0
19 VDE 117.059998 1.395093 0.890286 0.520485 error NaN 13219432500.0
20 PDCE 81.650002 1.370913 0.723739 0.494349 Energy SP400 12710569500.0
21 MTDR 61.389999 1.32419 0.97374 0.466991 Energy SP400 25155623800.0
22 CVX 167.550003 1.282539 0.949121 0.497243 Energy SP500 121494374800.0
23 DINO 52.709999 1.260593 0.358718 0.56268 Energy SP400 26318648400.0
24 MCK 306.519989 1.252954 0.998289 0.462444 Healthcare SP500 11748608200.0
25 PXD 264.549988 1.247964 0.912273 0.497407 Energy SP500 24263857900.0
26 HRB 34.380001 1.229135 0.725167 0.435532 Consumer Cyclical SP400 27760839000.0
27 SWX 87.040001 1.106403 0.145807 0.399565 Utilities SP400 4573768600.0
28 CIVI 72.260002 1.099358 0.000891 0.485954 Energy SP600 5736171600.0
29 CEIX 48.619999 1.087891 0.88812 0.521633 Energy SP600 5252640900.0
30 CTRA 31.110001 1.075726 0.297053 0.466999 Energy SP500 85091501400.0
31 EOG 131.259995 1.058399 0.811415 0.485527 Energy SP500 49783403200.0
32 ROCC 45.240002 1.052877 0.622824 0.579733 Energy SP600 6186219000.0
33 HES 120.07 1.04224 0.938257 0.449035 Energy SP500 24607383000.0
34 TVTY 31.6 1.0 0.510164 0.449517 error SP600 5611692500.0
35 OXY 62.09 0.96757 0.738509 0.544974 Energy SP500 256214422000.0
36 MUR 41.580002 0.843595 0.791664 0.454943 Energy SP400 33077715200.0
37 AZPN 184.309998 0.82682 0.752504 0.381769 Technology SP400 4840968000.0
nominal, pct_change, pct_change().cumsum
Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
Symbol
ACC     13781055000.0
MTOR     7888381900.0
Y         828602100.0
TWI      5400736000.0
PBF     47517805800.0
            ...      
GXO               NaN
CCSI              NaN
AIRC              NaN
HRMY              NaN
JW-A          missing
Name: vol_30d_2yr, Length: 1520, dtype: object
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\distributed\client.py:1265: VersionMismatchWarning: Mismatched versions found

+-------------+---------------+---------------+---------------+
| Package     | client        | scheduler     | workers       |
+-------------+---------------+---------------+---------------+
| dask        | 2022.01.1     | 2021.11.2     | 2021.11.2     |
| distributed | 2022.01.1     | 2021.11.2     | 2021.11.2     |
| lz4         | 3.1.3         | 3.1.10        | 3.1.10        |
| python      | 3.9.7.final.0 | 3.9.9.final.0 | 3.9.9.final.0 |
| toolz       | 0.11.1        | 0.11.2        | 0.11.2        |
+-------------+---------------+---------------+---------------+
  warnings.warn(version_module.VersionMismatchWarning(msg[0]["warning"]))
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 880461857300.0
Sector 1YMF: -263.8100280761719
1YMF: 0.0022075805827187875
risk trend factor: -3.321707170400029
      totalAssets  trailingPE
SPY  3.710190e+11     2.63136
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 373.869995 377.05431 400.804286 424.554262 422.745398 23.333621 376.078155 469.41264
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPY 0.002208 373.869995 880461857300.0 0.413919 0.695366 0.422162
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [896.8975766275627, 896.8975918004722, 896.8975735235356, 896.8975999236275]
inner cv sdevs: [664.5686910942507, 664.5686789100486, 664.5686719967034, 664.5686974109883]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 896.8975735235356 664.5686719967034
test cv mean error, stdev (10 folds): [944.4210566860951, 678.9502274418586]
sell date: 2022-08-28
expected return: 0.031069868742507327
discounted return: 0.00041355806825960073
quarter return: 1.0387722397385468
['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 5201844300.0
Sector 1YMF: -32.58000946044922
1YMF: 0.0030551471907761638
risk trend factor: -3.3587635977232946
Empty DataFrame
Columns: []
Index: [SPTM]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 46.099998 46.489957 49.444444 52.398932 52.094127 2.828054 46.43802 57.750234
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPTM 0.003055 46.099998 5201844300.0 0.423367 0.683931 0.429284
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [13.691379393897245, 13.691379393897245, 13.691379421717125, 13.691379219975392]
inner cv sdevs: [10.047228454226708, 10.047228454226708, 10.047228450840223, 10.047228107538883]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 13.691379219975392 10.047228107538883
test cv mean error, stdev (10 folds): [14.411595905559233, 10.263315717261595]
sell date: 2022-08-28
expected return: 0.03377647922453026
discounted return: 0.00044900052402097046
quarter return: 1.042163433829165
['options', ('2022-06-17',)]
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2570312700.0
Sector 1YMF: -63.869998931884766
1YMF: 0.0011014613124698796
risk trend factor: -4.591660649354175
Empty DataFrame
Columns: []
Index: [MDYG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 61.66 61.685558 66.113175 70.540792 69.694445 3.996942 61.70056 77.688329
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MDYG 0.001101 61.66 2570312700.0 0.308819 0.549257 0.452092
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [36.61053237685582, 36.61053239832299, 36.61053237685582, 36.61053232137597]
inner cv sdevs: [32.65372604592799, 32.65372602719306, 32.65372604592799, 32.65372601883619]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 36.61053232137597 32.65372601883619
test cv mean error, stdev (10 folds): [39.399144320764556, 32.975028200307406]
sell date: 2022-08-14
expected return: 0.044351153582295647
discounted return: 0.0007235247330383832
quarter return: 1.0688039361821564
['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 928269400.0
Sector 1YMF: -69.3499984741211
1YMF: 0.0022254315395940014
risk trend factor: -4.866666559587445
      totalAssets
SLY  1.703341e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 80.730003 80.784692 85.904285 91.023878 88.959683 4.13917 80.681342 97.238024
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SLY 0.002225 80.730003 928269400.0 0.502933 0.580461 0.514913
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [63.2394369051782, 63.2394368196984, 63.23943695976586, 63.239436960512734]
inner cv sdevs: [56.49895888480584, 56.49895893730717, 56.49895924650045, 56.49895910269093]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 63.2394368196984 56.49895893730717
test cv mean error, stdev (10 folds): [66.84056960033242, 58.0404678456298]
sell date: 2022-08-14
expected return: 0.0453239070838725
discounted return: 0.0007390529038044935
quarter return: 1.0703307944202143
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 13219432500.0
Sector 1YMF: 43.219993591308594
1YMF: 0.0015231818763778249
risk trend factor: 1.395093250744777
      totalAssets  trailingPE
VDE  9.791998e+09    9.531159
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 117.059998 110.042752 120.133016 130.223281 112.220159 6.984736 98.250688 126.189631
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDE 0.001523 117.059998 13219432500.0 0.85821 0.890286 0.520485
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [159.12369199654069, 159.12369203331647, 159.1236920328821, 159.1236921381809]
inner cv sdevs: [181.54981239622683, 181.54981234355023, 181.54981238173517, 181.54981243891243]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 159.12369199654069 181.54981239622683
test cv mean error, stdev (10 folds): [174.1935106323338, 183.7342484583649]
sell date: 2022-09-18
expected return: 0.09949443558493525
discounted return: 0.000998924594639794
quarter return: 1.0962060713271222
['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 1677598400.0
Sector 1YMF: -66.07002258300781
1YMF: 0.0028162878553055367
risk trend factor: -2.0273089620421954
      totalAssets
VDC  8.239956e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 178.809998 178.659124 188.147461 197.635797 195.320794 7.023074 181.274647 209.366942
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDC 0.002816 178.809998 1677598400.0 0.516069 0.790338 0.356259
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [78.12379230339916, 78.12374333491836, 78.1237918402513, 78.12380427872517]
inner cv sdevs: [41.898262859542285, 41.8981972659733, 41.89826163735926, 41.89824319907534]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 78.12374333491836 41.8981972659733
test cv mean error, stdev (10 folds): [78.14556971924652, 43.94319756772432]
sell date: 2022-07-24
expected return: 0.042086603909973055
discounted return: 0.0010576115189662172
quarter return: 1.102134598042263
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 2572686100.0
Sector 1YMF: -49.86000061035156
1YMF: 0.002030212702591272
risk trend factor: -2.0367650862888413
      totalAssets
VPU  7.799146e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 144.529999 149.475374 158.290953 167.106531 159.121428 4.658368 149.804693 168.438164
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VPU 0.00203 144.529999 2572686100.0 0.51674 0.602637 0.294964
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [49.03168023764127, 49.03168018678877, 49.031678804539226, 49.03168022067991]
inner cv sdevs: [48.373685674526264, 48.37368568992851, 48.3736870768259, 48.37368568649664]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 49.031678804539226 48.3736870768259
test cv mean error, stdev (10 folds): [49.98076532987001, 50.637006471544105]
sell date: 2022-06-19
expected return: 0.045292998193906614
discounted return: 0.01113585391390437
quarter return: 2.7699692658469064
['options', ('2022-06-17',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 1374740100.0
Sector 1YMF: -89.99998474121094
1YMF: 0.0017602599938708414
risk trend factor: -2.7264465228121475
      totalAssets
VAW  5.085875e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 169.380005 171.785257 183.917777 196.050297 188.386984 6.915825 174.555335 202.218634
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VAW 0.00176 169.380005 1374740100.0 0.6301 0.73357 0.42923
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [212.1723743013601, 212.17237472139814, 212.17231727637093, 212.1723741667365]
inner cv sdevs: [126.59214261995862, 126.59214236505552, 126.59208819743209, 126.59214272719368]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 212.17231727637093 126.59208819743209
test cv mean error, stdev (10 folds): [228.72672795234553, 120.8867830781834]
sell date: 2022-07-10
expected return: 0.050287380858997095
discounted return: 0.001964479978523004
quarter return: 1.1978818448451296
['options', ('2022-08-19',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 52794532700.0
Sector 1YMF: -77.22999572753906
1YMF: 0.0022024174484264352
risk trend factor: -2.8838677089514886
      totalAssets
VNQ  8.281489e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 87.32 89.87477 96.078254 102.281738 102.636985 6.527182 89.58262 115.691349
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VNQ 0.002202 87.32 52794532700.0 0.287515 0.45398 0.395523
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [41.756251115882506, 41.75625167587673, 41.75625131264041, 41.75625059335419]
inner cv sdevs: [38.32586931416017, 38.32586902394019, 38.32586941101985, 38.32586950116114]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 41.75625059335419 38.32586950116114
test cv mean error, stdev (10 folds): [42.99933367958127, 39.98451798555243]
sell date: 2022-07-17
expected return: 0.04148155644509356
discounted return: 0.0012709404898285648
quarter return: 1.1239533922404303
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 2748002700.0
Sector 1YMF: -120.76998901367188
1YMF: 0.0022806018349254167
risk trend factor: -2.889924965769055
      totalAssets  trailingPE
VHT  1.944618e+10    5.167231
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 220.690002 225.697492 236.696032 247.694571 245.267301 10.459678 224.347945 266.186656
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VHT 0.002281 220.690002 2748002700.0 0.412621 0.648137 0.33236
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [277.7451461581983, 277.74514641528134, 277.74514615819834, 277.7451482209096]
inner cv sdevs: [225.18617390971545, 225.18617362877762, 225.18617390971548, 225.1861792107841]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 277.7451461581983 225.18617390971545
test cv mean error, stdev (10 folds): [275.74009022599625, 236.08361573141826]
sell date: 2022-08-14
expected return: 0.04074255717420015
discounted return: 0.0006657958047198154
quarter return: 1.063146419894677
['options', ('2022-06-17',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 8469515700.0
Sector 1YMF: -69.35999298095703
1YMF: 0.002096259175716505
risk trend factor: -4.046674180329693
      totalAssets
VFH  1.055284e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 76.82 77.599922 83.310159 89.020397 87.703016 5.254499 77.194017 98.212014
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VFH 0.002096 76.82 8469515700.0 0.458719 0.51009 0.491558
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [47.77495539390786, 47.77477717060499, 47.77495539310583, 47.774779266669796]
inner cv sdevs: [37.0613852002491, 37.0609710561574, 37.06138519880584, 37.060970467417356]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 47.77477717060499 37.0609710561574
test cv mean error, stdev (10 folds): [50.45041356796897, 37.843917916741894]
sell date: 2022-08-28
expected return: 0.03337692248609594
discounted return: 0.0004437741816722962
quarter return: 1.0416626810895997
['options', ('2022-08-19',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 1731436900.0
Sector 1YMF: -127.81001281738281
1YMF: 0.0013972787573142285
risk trend factor: -4.146981909279044
Empty DataFrame
Columns: []
Index: [VIS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 164.399994 164.489515 174.358095 184.226675 182.881746 9.185573 164.5106 201.252892
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIS 0.001397 164.399994 1731436900.0 0.479391 0.528815 0.471381
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [207.63819325037574, 207.63819516158262, 207.6381944475033, 207.63819411812776]
inner cv sdevs: [188.5332848050259, 188.5332870870547, 188.5332874889668, 188.53328464938414]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 207.63819325037574 188.5332848050259
test cv mean error, stdev (10 folds): [224.84316841469064, 189.32289107705722]
sell date: 2022-07-10
expected return: 0.02995976022883286
discounted return: 0.0011814867557888853
quarter return: 1.114752737423006
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 1325765300.0
Sector 1YMF: -352.9100036621094
1YMF: 0.0021034643160444764
risk trend factor: -4.247321632052965
      totalAssets
VCR  6.015592e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 228.220001 224.528255 245.745873 266.963491 274.465714 26.880962 220.70379 328.227637
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VCR 0.002103 228.220001 1325765300.0 0.219627 0.651501 0.471679
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [887.9501604558427, 887.9502091412995, 887.9502212350785, 887.9501531238255]
inner cv sdevs: [918.1708574434468, 918.1710243556035, 918.17102634911, 918.170860712812]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 887.9501531238255 918.170860712812
test cv mean error, stdev (10 folds): [969.5163536543694, 924.2069236512151]
sell date: 2022-07-24
expected return: 0.04671037183047765
discounted return: 0.001171256331887971
quarter return: 1.1137052585072091
['options', ('2022-06-17',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 7337614600.0
Sector 1YMF: -353.0699768066406
1YMF: 0.00219037124135683
risk trend factor: -4.508044961227624
      totalAssets
VGT  5.044675e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 323.26001 323.523724 348.914604 374.305484 375.414605 28.155127 319.104351 431.724859
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VGT 0.00219 323.26001 7337614600.0 0.279559 0.700663 0.427795
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [1125.880633382814, 1125.8229762481571, 1125.8229351078967, 1125.8230119060377]
inner cv sdevs: [1141.3577032498895, 1141.361590216077, 1141.3616404460613, 1141.3615873812503]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 1125.8229351078967 1141.3616404460613
test cv mean error, stdev (10 folds): [1191.988051865975, 1176.784160315662]
sell date: 2022-07-24
expected return: 0.04323195124407209
discounted return: 0.0010858080331990205
quarter return: 1.1049942653660179
['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 2369729400.0
Sector 1YMF: -166.4000015258789
1YMF: 0.0030011443500679866
risk trend factor: -6.489857877273307
Empty DataFrame
Columns: []
Index: [VOX]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 92.730003 94.556122 100.620159 106.684195 108.598413 8.932614 90.733184 126.463641
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VOX 0.003001 92.730003 2369729400.0 0.05763 0.716865 0.511705
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [99.46173530143805, 99.46164781888719, 99.4616511136766, 99.4616460371224]
inner cv sdevs: [92.64433422592688, 92.6443665612294, 92.64437259414846, 92.64436860691903]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 99.4616460371224 92.64436860691903
test cv mean error, stdev (10 folds): [106.36093060200218, 94.43344422898768]
sell date: 2022-09-11
expected return: 0.062358399468594755
discounted return: 0.0006876379265265964
quarter return: 1.0652834865496712
['options', ('2022-07-15',)]
symbol: ACC
sector: error
sector: error
Index: SP400
vol_30d_2yr: 13781055000.0
Sector 1YMF: 20.369998931884766
1YMF: 0.004415184468823323
risk trend factor: 19.217024385328497
Empty DataFrame
Columns: []
Index: [ACC]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 64.419998 64.395295 64.757143 65.118991 61.641746 4.162777 53.316192 69.967301
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ACC 0.004415 64.419998 13781055000.0 0.976574 0.979637 0.418255
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [17.384967300438674, 17.38496741224909, 17.38496741224909, 17.384968377006693]
inner cv sdevs: [12.106773591116221, 12.106773615356733, 12.106773615356733, 12.106773832025187]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 17.384967300438674 12.106773591116221
test cv mean error, stdev (10 folds): [18.106530539963796, 12.470131423085485]
sell date: 2022-07-17
expected return: 0.02634446503992094
discounted return: 0.0008129373267091733
quarter return: 1.0776253287707782
['options', ('2022-06-17',)]
symbol: MTOR
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 7888381900.0
Sector 1YMF: 2.549999237060547
1YMF: 0.003133037968154153
risk trend factor: 5.543487635380559
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
MTOR  1.754411        1.434      172.571          0.727  339000000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MTOR        0.0863  8.103372     57375000      0.13162    505000000   

     heldPercentInstitutions    industry   marketCap operatingCashflow  \
MTOR                 0.95489  Auto Parts  2526940672         132000000   

     operatingMargins payoutRatio pegRatio priceToBook  \
MTOR          0.06059           0     0.46    4.404006   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MTOR                     0.643315       0.05626      0.682        0.04977   

     returnOnEquity revenueGrowth revenuePerShare             sector  \
MTOR        0.39069         0.107          55.169  Consumer Cyclical   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
MTOR          70076000       3.99  113000000             1.597  1100999936   

     totalRevenue trailingPE  
MTOR   3928000000  13.228173  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 36.0 35.938587 36.097143 36.255698 35.866508 0.249917 35.366673 36.366342
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTOR 0.003133 36.0 7888381900.0 0.983462 0.304331 0.434725
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -352.9100036621094
Sector Volume Factor: 0.0021034643160444764
Sector Risk Trend Factor: -4.247321632052965
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [15.364658655428217, 15.364658674848744, 15.364658672298736, 15.36465865547079]
inner cv sdevs: [8.761209278344097, 8.761209272512293, 8.761209274259965, 8.761209282232448]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 15.364658655428217 8.761209278344097
test cv mean error, stdev (10 folds): [14.849095111304726, 9.028333362677202]
sell date: 2022-07-10
expected return: 0.017131949015148844
discounted return: 0.000679704975934392
quarter return: 1.064506823586518
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.610000e+08  7.980000e+08  7.920000e+08   
Total Liab                        2.409000e+09  2.323000e+09  2.390000e+09   
Total Stockholder Equity          5.970000e+08  5.740000e+08  6.160000e+08   
Minority Interest                 4.100000e+07  4.100000e+07  3.900000e+07   
Other Current Liab                1.920000e+08  1.700000e+08  1.670000e+08   
Total Assets                      3.047000e+09  2.938000e+09  3.045000e+09   
Common Stock                      1.060000e+08  1.050000e+08  1.060000e+08   
Other Current Assets              6.900000e+07  5.000000e+07  6.100000e+07   
Retained Earnings                 1.006000e+09  9.350000e+08  8.730000e+08   
Other Liab                        4.030000e+08  3.620000e+08  4.390000e+08   
Good Will                         5.070000e+08  5.070000e+08  5.100000e+08   
Treasury Stock                   -1.276000e+09 -1.264000e+09 -1.155000e+09   
Other Assets                      4.990000e+08  4.340000e+08  5.080000e+08   
Cash                              1.130000e+08  1.010000e+08  1.380000e+08   
Total Current Liabilities         9.790000e+08  9.000000e+08  9.400000e+08   
Deferred Long Term Asset Charges  4.100000e+07  4.200000e+07  3.100000e+07   
Short Long Term Debt              7.400000e+07  1.500000e+07  1.900000e+07   
Other Stockholder Equity         -6.440000e+08 -6.320000e+08 -5.570000e+08   
Property Plant Equipment          5.080000e+08  5.790000e+08  5.060000e+08   
Total Current Assets              1.404000e+09  1.286000e+09  1.397000e+09   
Long Term Investments             1.290000e+08  1.320000e+08  1.240000e+08   
Net Tangible Assets               9.000000e+07  6.700000e+07  1.060000e+08   
Net Receivables                   5.550000e+08  5.340000e+08  6.350000e+08   
Long Term Debt                    1.017000e+09  9.990000e+08  1.000000e+09   
Inventory                         6.670000e+08  6.010000e+08  5.630000e+08   
Accounts Payable                  6.350000e+08  5.730000e+08  6.330000e+08   

                                    2021-03-31  
Capital Surplus                   7.880000e+08  
Total Liab                        2.527000e+09  
Total Stockholder Equity          5.770000e+08  
Minority Interest                 3.600000e+07  
Other Current Liab                1.760000e+08  
Total Assets                      3.140000e+09  
Common Stock                      1.060000e+08  
Other Current Assets              7.200000e+07  
Retained Earnings                 8.310000e+08  
Other Liab                        4.520000e+08  
Good Will                         5.100000e+08  
Treasury Stock                   -1.148000e+09  
Other Assets                      5.020000e+08  
Cash                              3.210000e+08  
Total Current Liabilities         8.890000e+08  
Deferred Long Term Asset Charges  3.000000e+07  
Short Long Term Debt              1.700000e+07  
Other Stockholder Equity         -5.750000e+08  
Property Plant Equipment          5.020000e+08  
Total Current Assets              1.507000e+09  
Long Term Investments             1.190000e+08  
Net Tangible Assets               6.700000e+07  
Net Receivables                   6.040000e+08  
Long Term Debt                    1.176000e+09  
Inventory                         5.100000e+08  
Accounts Payable                  5.930000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                              0.0          0.0   
Total Cashflows From Investing Activities  -16000000.0  -16000000.0   
Net Borrowings                              50000000.0   50000000.0   
Total Cash From Financing Activities        50000000.0   50000000.0   
Change To Operating Activities             -63000000.0  -63000000.0   
Net Income                                  54000000.0   62000000.0   
Change In Cash                              12000000.0   12000000.0   
Effect Of Exchange Rate                     -1000000.0   -1000000.0   
Total Cash From Operating Activities       -21000000.0  -21000000.0   
Depreciation                                25000000.0   25000000.0   
Other Cashflows From Investing Activities    2000000.0    2000000.0   
Change To Account Receivables             -181000000.0 -181000000.0   
Change To Netincome                        144000000.0  144000000.0   
Capital Expenditures                       -18000000.0  -18000000.0   
Repurchase Of Stock                                NaN          NaN   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                              0.0         0.0  
Total Cashflows From Investing Activities  -21000000.0 -16000000.0  
Net Borrowings                            -179000000.0  -3000000.0  
Total Cash From Financing Activities      -204000000.0  -5000000.0  
Change To Operating Activities              22000000.0  25000000.0  
Net Income                                  42000000.0  63000000.0  
Change In Cash                            -183000000.0  38000000.0  
Effect Of Exchange Rate                      3000000.0  -4000000.0  
Total Cash From Operating Activities        39000000.0  63000000.0  
Depreciation                                26000000.0  25000000.0  
Other Cashflows From Investing Activities    2000000.0   2000000.0  
Change To Account Receivables              -40000000.0  14000000.0  
Change To Netincome                        -11000000.0 -64000000.0  
Capital Expenditures                       -21000000.0 -16000000.0  
Repurchase Of Stock                        -25000000.0 -25000000.0  
Other Cashflows From Financing Activities          NaN  -2000000.0  ]
['quarterly_earnings',             Revenue  Earnings
Quarter                      
1Q2021    983000000  63000000
2Q2021   1016000000  42000000
3Q2021    945000000  62000000
4Q2021    984000000  54000000]
['quarterly_financials',                                          2021-12-31   2021-09-30  \
Research Development                           None         None   
Effect Of Accounting Charges                   None         None   
Income Before Tax                        70000000.0   47000000.0   
Minority Interest                        41000000.0   41000000.0   
Net Income                               54000000.0   62000000.0   
Selling General Administrative           49000000.0   67000000.0   
Gross Profit                            127000000.0  110000000.0   
Ebit                                     79000000.0   39000000.0   
Operating Income                         79000000.0   39000000.0   
Other Operating Expenses                 -1000000.0    4000000.0   
Interest Expense                        -13000000.0  -14000000.0   
Extraordinary Items                            None         None   
Non Recurring                                  None         None   
Other Items                                    None         None   
Income Tax Expense                       12000000.0  -19000000.0   
Total Revenue                           984000000.0  945000000.0   
Total Operating Expenses                905000000.0  906000000.0   
Cost Of Revenue                         857000000.0  835000000.0   
Total Other Income Expense Net           -9000000.0    8000000.0   
Discontinued Operations                         NaN   -1000000.0   
Net Income From Continuing Ops           58000000.0   66000000.0   
Net Income Applicable To Common Shares   54000000.0   62000000.0   

                                          2021-06-30   2021-03-31  
Research Development                            None         None  
Effect Of Accounting Charges                    None         None  
Income Before Tax                         59000000.0   88000000.0  
Minority Interest                         39000000.0   36000000.0  
Net Income                                42000000.0   63000000.0  
Selling General Administrative            56000000.0   56000000.0  
Gross Profit                             132000000.0  148000000.0  
Ebit                                      73000000.0   92000000.0  
Operating Income                          73000000.0   92000000.0  
Other Operating Expenses                   3000000.0    2000000.0  
Interest Expense                         -20000000.0  -17000000.0  
Extraordinary Items                             None         None  
Non Recurring                                   None         None  
Other Items                                     None         None  
Income Tax Expense                        14000000.0   22000000.0  
Total Revenue                           1016000000.0  983000000.0  
Total Operating Expenses                 943000000.0  891000000.0  
Cost Of Revenue                          884000000.0  835000000.0  
Total Other Income Expense Net           -14000000.0   -4000000.0  
Discontinued Operations                   -1000000.0   -1000000.0  
Net Income From Continuing Ops            45000000.0   66000000.0  
Net Income Applicable To Common Shares    42000000.0   63000000.0  ]
['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 828602100.0
Sector 1YMF: 32.3699951171875
1YMF: 0.00289246189455711
risk trend factor: 2.3422560030385067
      beta currentRatio debtToEquity earningsGrowth      ebitda ebitdaMargins  \
Y  0.70049        0.714       32.782          2.347  1693042048       0.14104   

   forwardPE freeCashflow grossMargins grossProfits heldPercentInstitutions  \
Y  11.877285   4801059328      0.42499   5101669000                 0.85398   

                        industry    marketCap operatingCashflow  \
Y  Insurance—Property & Casualty  11389568000        1860232960   

  operatingMargins payoutRatio pegRatio priceToBook  \
Y          0.12621           0     0.15    1.290272   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.948806       0.08621      0.434        0.03095   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.12229         0.335         866.486  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13699100       2.14  2070224000           153.015  3115698944   

  totalRevenue trailingPE  
Y  12004105216  17.126936  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 832.0 831.66739 833.556348 835.445307 831.194443 35.950757 759.292929 903.095958
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
Y 0.002892 832.0 828602100.0 0.923264 0.38518 0.458449
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -69.35999298095703
Sector Volume Factor: 0.002096259175716505
Sector Risk Trend Factor: -4.046674180329693
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [5884.238223314144, 5884.237419037489, 5884.238218770723, 5884.237405846029]
inner cv sdevs: [9840.888695359496, 9840.88623569527, 9840.888696951211, 9840.886240663112]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 5884.237405846029 9840.886240663112
test cv mean error, stdev (10 folds): [6331.714206801712, 10213.949082642846]
sell date: 2022-08-07
expected return: 0.030869624492332
discounted return: 0.0005738011958289491
quarter return: 1.0541919722649558
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          1.511159e+09  1.465825e+09  1.453498e+09   
Capital Surplus            3.608905e+09  3.611383e+09  3.612783e+09   
Total Liab                 2.276445e+10  2.274715e+10  2.110891e+10   
Total Stockholder Equity   9.186882e+09  8.859510e+09  9.142031e+09   
Minority Interest          3.173460e+08  2.625260e+08  2.407220e+08   
Other Current Liab         3.213810e+09  3.516756e+09  3.335249e+09   
Total Assets               3.226868e+10  3.186919e+10  3.049166e+10   
Common Stock               1.746000e+07  1.746000e+07  1.746000e+07   
Other Current Assets       2.283585e+09  2.282419e+09  1.959696e+09   
Retained Earnings          7.353226e+09  6.837060e+09  6.952026e+09   
Other Liab                 1.156344e+10  1.634516e+10  1.541578e+10   
Good Will                  7.536070e+08  6.318270e+08  6.276120e+08   
Treasury Stock            -1.792709e+09 -1.606393e+09 -1.440238e+09   
Other Assets               3.343289e+09  3.745712e+09  3.475111e+09   
Cash                       9.279660e+08  9.955060e+08  8.714590e+08   
Total Current Liabilities  8.135612e+09  3.849789e+09  3.629478e+09   
Other Stockholder Equity   1.418220e+08  2.283490e+08  3.031960e+08   
Property Plant Equipment   5.449520e+08  2.994040e+08  3.028480e+08   
Total Current Assets       5.812488e+09  5.826124e+09  4.648640e+09   
Long Term Investments      2.030318e+10  1.990030e+10  1.998395e+10   
Net Tangible Assets        7.508869e+09  7.441654e+09  7.712753e+09   
Short Term Investments     1.142258e+09  1.060414e+09  3.790090e+08   
Net Receivables            1.458679e+09  1.487785e+09  1.438476e+09   
Long Term Debt             2.847199e+09  2.552198e+09  2.063652e+09   
Accounts Payable           4.871502e+09  3.330330e+08  2.942290e+08   

                             2021-03-31  
Intangible Assets          1.411883e+09  
Capital Surplus            3.613764e+09  
Total Liab                 2.045644e+10  
Total Stockholder Equity   8.695881e+09  
Minority Interest          2.335630e+08  
Other Current Liab         3.185510e+09  
Total Assets               2.938588e+10  
Common Stock               1.746000e+07  
Other Current Assets       1.919911e+09  
Retained Earnings          6.548375e+09  
Other Liab                 1.494084e+10  
Good Will                  6.141140e+08  
Treasury Stock            -1.483718e+09  
Other Assets               3.327209e+09  
Cash                       1.197474e+09  
Total Current Liabilities  3.435316e+09  
Other Stockholder Equity   2.241900e+08  
Property Plant Equipment   2.697900e+08  
Total Current Assets       4.996506e+09  
Long Term Investments      1.876638e+10  
Net Tangible Assets        7.306970e+09  
Short Term Investments     5.949580e+08  
Net Receivables            1.284163e+09  
Long Term Debt             2.080288e+09  
Accounts Payable           2.498060e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -520402000.0 -868753000.0   
Change To Liabilities                     -328277000.0  178707000.0   
Total Cashflows From Investing Activities -513449000.0 -894562000.0   
Net Borrowings                             294594000.0  493862000.0   
Total Cash From Financing Activities       163341000.0  388748000.0   
Change To Operating Activities             314365000.0  433531000.0   
Net Income                                 516166000.0 -114966000.0   
Change In Cash                             -67540000.0  124047000.0   
Repurchase Of Stock                       -100080000.0  -91324000.0   
Effect Of Exchange Rate                     -3522000.0   -5100000.0   
Total Cash From Operating Activities       286090000.0  634961000.0   
Depreciation                                46051000.0   45531000.0   
Other Cashflows From Investing Activities  -46013000.0  -13366000.0   
Change To Account Receivables               29106000.0  -49309000.0   
Other Cashflows From Financing Activities  -31173000.0  -13790000.0   
Change To Netincome                       -291321000.0  141467000.0   
Capital Expenditures                       -14586000.0  -12137000.0   

                                            2021-06-30   2021-03-31  
Investments                               -704852000.0  -16812000.0  
Change To Liabilities                      152288000.0  192735000.0  
Total Cashflows From Investing Activities -703762000.0  102643000.0  
Net Borrowings                             -49783000.0  -55729000.0  
Total Cash From Financing Activities      -119660000.0 -127859000.0  
Change To Operating Activities             107189000.0  248684000.0  
Net Income                                 403651000.0  230041000.0  
Change In Cash                            -326015000.0  406032000.0  
Repurchase Of Stock                        -35925000.0  -63192000.0  
Effect Of Exchange Rate                       520000.0  -11047000.0  
Total Cash From Operating Activities       496887000.0  442295000.0  
Depreciation                                42895000.0   43554000.0  
Other Cashflows From Investing Activities  -74819000.0  101159000.0  
Change To Account Receivables             -154313000.0 -138822000.0  
Other Cashflows From Financing Activities  -33952000.0   -8938000.0  
Change To Netincome                        -54823000.0 -133897000.0  
Capital Expenditures                       -20606000.0  -12322000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   2653713000  230041000
2Q2021   2928797000  403651000
3Q2021   2866613000 -114966000
4Q2021   3554982000  516166000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        705907000.0  -112004000.0   
Minority Interest                        317346000.0   262526000.0   
Net Income                               516166000.0  -114966000.0   
Selling General Administrative            21287000.0     6225000.0   
Gross Profit                            1894495000.0   823489000.0   
Ebit                                     734767000.0   -86345000.0   
Operating Income                         734767000.0   -86345000.0   
Other Operating Expenses                1125075000.0   890972000.0   
Interest Expense                         -28860000.0   -25659000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       149286000.0   -28509000.0   
Total Revenue                           3554982000.0  2866613000.0   
Total Operating Expenses                2820215000.0  2952958000.0   
Cost Of Revenue                         1660487000.0  2043124000.0   
Total Other Income Expense Net           -28860000.0   -25659000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           556621000.0   -83495000.0   
Net Income Applicable To Common Shares   516166000.0  -114966000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        521870000.0   296930000.0  
Minority Interest                        240722000.0   233563000.0  
Net Income                               403651000.0   230041000.0  
Selling General Administrative            20148000.0     9558000.0  
Gross Profit                            1318078000.0  1065607000.0  
Ebit                                     545907000.0   320682000.0  
Operating Income                         545907000.0   320682000.0  
Other Operating Expenses                 739592000.0   723889000.0  
Interest Expense                         -24037000.0   -23752000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       102281000.0    58867000.0  
Total Revenue                           2928797000.0  2653713000.0  
Total Operating Expenses                2382890000.0  2333031000.0  
Cost Of Revenue                         1610719000.0  1588106000.0  
Total Other Income Expense Net           -24037000.0   -23752000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           419589000.0   238063000.0  
Net Income Applicable To Common Shares   403651000.0   230041000.0  ]
['mutualfund_holders',                                                Holder  Shares Date Reported  \
0   Victory Portfolios-Sycamore Established Value ...  500000    2022-01-30   
1   Victory Portfolios-Sycamore Established Value ...  500000    2022-01-30   
2                         iShares Core S&P Midcap ETF  380243    2022-01-30   
3                         iShares Core S&P Midcap ETF  380243    2022-01-30   
4              Vanguard Total Stock Market Index Fund  369755    2021-12-30   
5              Vanguard Total Stock Market Index Fund  369755    2021-12-30   
6                             First Eagle Global Fund  309855    2022-01-30   
7                             First Eagle Global Fund  309855    2022-01-30   
8   John Hancock Fds III-Disciplined Value Mid Cap Fd  259557    2021-12-30   
9   John Hancock Fds III-Disciplined Value Mid Cap Fd  259557    2021-12-30   
10    Touchstone Funds Group Tr-Touchstone Mid-Cap Fd  199509    2021-12-30   
11    Touchstone Funds Group Tr-Touchstone Mid-Cap Fd  199509    2021-12-30   
12                Vanguard Extended Market Index Fund  181014    2021-12-30   
13                Vanguard Extended Market Index Fund  181014    2021-12-30   
14     Franklin Mutual Series Fund-Mutual Shares Fund  170350    2021-12-30   
15     Franklin Mutual Series Fund-Mutual Shares Fund  170350    2021-12-30   
16                      Vanguard Small-Cap Index Fund  164314    2021-12-30   
17                      Vanguard Small-Cap Index Fund  164314    2021-12-30   
18                        Vanguard Mid-Cap Index Fund  147164    2021-12-30   
19                        Vanguard Mid-Cap Index Fund  147164    2021-12-30   

     % Out      Value  
0   0.0372  332000000  
1   0.0372  332000000  
2   0.0283  252481352  
3   0.0283  252481352  
4   0.0275  246844740  
5   0.0275  246844740  
6   0.0230  205743720  
7   0.0230  205743720  
8   0.0193  173277657  
9   0.0193  173277657  
10  0.0148  133190213  
11  0.0148  133190213  
12  0.0135  120843136  
13  0.0135  120843136  
14  0.0127  113723956  
15  0.0127  113723956  
16  0.0122  109694383  
17  0.0122  109694383  
18  0.0109   98245214  
19  0.0109   98245214  ]
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     96
governanceScore            11.77
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance              None
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile           0
militaryContract           False]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 5400736000.0
Sector 1YMF: 12.259998321533203
1YMF: 0.0025539667186102043
risk trend factor: 1.9216297964921827
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.436607        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464  9.842391    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77687  Farm & Heavy Construction Machinery  1134716544   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.46    4.566314   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.587117       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       1.85  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  19.204666  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 19.15 16.177578 17.96746 19.757342 15.764603 1.880329 12.003945 19.525262
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TWI 0.002554 19.15 5400736000.0 0.972343 0.891295 0.499041
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -127.81001281738281
Sector Volume Factor: 0.0013972787573142285
Sector Risk Trend Factor: -4.146981909279044
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [4.844630465458022, 4.844630597686336, 4.844526133674592, 4.844549970490171]
inner cv sdevs: [8.077163918116325, 8.07715974090879, 8.077209819761267, 8.07720577585918]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 4.844526133674592 8.077209819761267
test cv mean error, stdev (10 folds): [5.31845447309697, 8.324357872757824]
sell date: 2022-09-18
expected return: 0.06548231166691564
discounted return: 0.0006678815804794791
quarter return: 1.0633503121163144
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 47517805800.0
Sector 1YMF: 37.8799934387207
1YMF: 0.0014413607456596827
risk trend factor: 1.9083121587190919
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
PBF  2.581372        1.254      197.914  690400000       0.02194    93.975   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.79091   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  4520047104         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.22    2.613866   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.143629       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120246000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  
PBF       2.75  1434599936            11.873  4999499776  31470299136  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 38.919998 26.021817 35.020635 44.019453 29.266032 5.552078 18.161876 40.370187
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PBF 0.001441 38.919998 47517805800.0 0.870195 0.699548 0.555964
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [25.31686564007184, 25.31687099553441, 25.31686493308238, 25.31686564480558]
inner cv sdevs: [23.57488872656242, 23.574895534726664, 23.574889215724816, 23.574888752834987]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 25.31686493308238 23.574889215724816
test cv mean error, stdev (10 folds): [22.654817370162995, 23.095484515235285]
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:348: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[0])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:356: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:364: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
sell date: 2022-07-24
expected return: 0.04879362370363711
discounted return: 0.0012222995752930732
quarter return: 1.1189412124172486
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            2.882000e+09  2.874000e+09  2.868000e+09   
Total Liab                 1.042220e+10  9.108600e+09  9.522100e+09   
Total Stockholder Equity   1.911000e+09  1.926200e+09  1.729200e+09   
Minority Interest          6.151000e+08  6.066000e+08  5.929000e+08   
Other Current Liab         1.544200e+09  1.345900e+09  1.676400e+09   
Total Assets               1.294830e+10  1.164140e+10  1.184420e+10   
Common Stock               1.000000e+05  1.000000e+05  1.000000e+05   
Other Current Assets       5.190000e+07  1.200000e+07           NaN   
Retained Earnings         -8.172000e+08 -7.961000e+08 -9.614000e+08   
Other Liab                 4.486000e+08  4.121000e+08  3.574000e+08   
Treasury Stock            -1.539000e+08 -1.518000e+08 -1.775000e+08   
Other Assets               8.938000e+08  8.133000e+08  7.915000e+08   
Cash                       1.434600e+09  1.341500e+09  1.472500e+09   
Total Current Liabilities  5.085700e+09  3.759700e+09  4.199600e+09   
Short Long Term Debt       2.990000e+07           NaN  8.910000e+07   
Other Stockholder Equity   1.630000e+07  1.730000e+07 -9.000000e+06   
Property Plant Equipment   5.674900e+09  5.619300e+09  5.566200e+09   
Total Current Assets       6.379600e+09  5.199200e+09  5.486500e+09   
Net Tangible Assets        1.911000e+09  1.916600e+09  1.729200e+09   
Net Receivables            1.763200e+09  1.265600e+09  1.056800e+09   
Long Term Debt             4.185400e+09  4.237400e+09  4.247600e+09   
Inventory                  2.893500e+09  2.505100e+09  2.831400e+09   
Accounts Payable           1.625100e+09  9.117000e+08  4.612000e+08   
Intangible Assets                   NaN  9.600000e+06           NaN   
Deferred Long Term Liab             NaN  5.370000e+08  7.706000e+08   

                             2021-06-30  
Capital Surplus            2.862500e+09  
Total Liab                 9.407300e+09  
Total Stockholder Equity   1.664400e+09  
Minority Interest          5.825000e+08  
Other Current Liab         1.419000e+09  
Total Assets               1.165420e+10  
Common Stock               1.000000e+05  
Other Current Assets                NaN  
Retained Earnings         -1.020500e+09  
Other Liab                 3.677000e+08  
Treasury Stock            -1.777000e+08  
Other Assets               8.117000e+08  
Cash                       1.479700e+09  
Total Current Liabilities  3.751000e+09  
Short Long Term Debt       3.700000e+06  
Other Stockholder Equity  -9.200000e+06  
Property Plant Equipment   5.576000e+09  
Total Current Assets       5.266500e+09  
Net Tangible Assets        1.664400e+09  
Net Receivables            1.007800e+09  
Long Term Debt             4.517800e+09  
Inventory                  2.636200e+09  
Accounts Payable           7.833000e+08  
Intangible Assets                   NaN  
Deferred Long Term Liab    7.908000e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                      697000000.0  446900000.0   
Total Cashflows From Investing Activities -225500000.0 -161300000.0   
Net Borrowings                              19300000.0 -110100000.0   
Total Cash From Financing Activities         6300000.0 -121300000.0   
Change To Operating Activities             372500000.0 -722400000.0   
Net Income                                 -21100000.0  165300000.0   
Change In Cash                              93100000.0 -131000000.0   
Total Cash From Operating Activities       312300000.0  151600000.0   
Depreciation                               124600000.0  -98500000.0   
Other Cashflows From Investing Activities -107200000.0  -61400000.0   
Change To Inventory                       -388400000.0  326300000.0   
Change To Account Receivables             -537500000.0 -220800000.0   
Other Cashflows From Financing Activities  -13000000.0  -11200000.0   
Change To Netincome                         65200000.0   33700000.0   
Capital Expenditures                      -118300000.0 -107100000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                     -325700000.0   87500000.0  
Total Cashflows From Investing Activities  -87600000.0  -79100000.0  
Net Borrowings                            -170800000.0  -51400000.0  
Total Cash From Financing Activities      -180600000.0  -60800000.0  
Change To Operating Activities             674300000.0  218400000.0  
Net Income                                  59100000.0   47900000.0  
Change In Cash                              -7200000.0  -61500000.0  
Total Cash From Operating Activities       261000000.0   78400000.0  
Depreciation                               120300000.0  119200000.0  
Other Cashflows From Investing Activities  -30200000.0  -31900000.0  
Change To Inventory                       -195200000.0  -59800000.0  
Change To Account Receivables              -49000000.0 -144300000.0  
Other Cashflows From Financing Activities   -9800000.0   -9400000.0  
Change To Netincome                        -22800000.0 -190500000.0  
Capital Expenditures                       -57400000.0  -47200000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   6897900000   47900000
3Q2021   7186700000   59100000
4Q2021   8244000000  165300000
1Q2022   9141700000  -21100000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                         -9400000.0   184800000.0   
Minority Interest                        615100000.0   606600000.0   
Net Income                               -21100000.0   165300000.0   
Selling General Administrative            51300000.0    78500000.0   
Gross Profit                             315100000.0   493300000.0   
Ebit                                     143600000.0   296600000.0   
Operating Income                         143600000.0   296600000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -78400000.0   -74400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        -6100000.0    -4300000.0   
Total Revenue                           9141700000.0  8244000000.0   
Total Operating Expenses                8998100000.0  7947400000.0   
Cost Of Revenue                         8826600000.0  7750700000.0   
Total Other Income Expense Net          -153000000.0  -111800000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops            -3300000.0   189100000.0   
Net Income Applicable To Common Shares   -21100000.0   165300000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         99000000.0    74400000.0  
Minority Interest                        592900000.0   582500000.0  
Net Income                                59100000.0    47900000.0  
Selling General Administrative            62100000.0    53100000.0  
Gross Profit                             281500000.0    49400000.0  
Ebit                                     103200000.0  -118600000.0  
Operating Income                         103200000.0  -118600000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -82000000.0   -80800000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        20300000.0     4500000.0  
Total Revenue                           7186700000.0  6897900000.0  
Total Operating Expenses                7083500000.0  7016500000.0  
Cost Of Revenue                         6905200000.0  6848500000.0  
Total Other Income Expense Net            -4200000.0   193000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            78700000.0    69900000.0  
Net Income Applicable To Common Shares    59100000.0    47900000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  6991379    2022-01-30   
1                      iShares Core S&P Smallcap ETF  6680962    2022-01-30   
2             Vanguard Total Stock Market Index Fund  2732636    2021-12-30   
3                      Vanguard Small-Cap Index Fund  2467978    2021-12-30   
4                           iShares Russell 2000 ETF  2209869    2022-01-30   
5                 iShares S&P Smallcap 600 Value ETF  1579759    2022-01-30   
6                Vanguard Small Cap Value Index Fund  1532696    2021-12-30   
7  Invesco ETF Tr II-Invesco S&P Smallcap 600 Rev...  1500327    2022-02-27   
8                    DFA U.S. Small Cap Value Series  1329554    2022-01-30   
9                Vanguard Extended Market Index Fund  1285907    2021-12-30   

    % Out      Value  
0  0.0579  110743443  
1  0.0553  105826438  
2  0.0226   35442288  
3  0.0204   32009674  
4  0.0183   35004324  
5  0.0131   25023382  
6  0.0127   19879067  
7  0.0124   24935434  
8  0.0110   21060135  
9  0.0106   16678213  ]
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 2596619200.0
Sector 1YMF: 44.75001525878906
1YMF: 0.002312661017064035
risk trend factor: 1.77227783203125
         beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.64375        5.529        0.877         1.76        0.0088   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866    6.8157    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                 0.81081  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4457344000         954787008          0.20787      0.0455    -0.38   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM    1.890186                     0.792613       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       5.12  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832   5.167149  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 207.410004 183.440635 196.337143 209.233652 189.885873 6.962494 175.960885 203.810861
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SAFM 0.002313 207.410004 2596619200.0 0.990282 0.669942 0.477196
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -66.07002258300781
Sector Volume Factor: 0.0028162878553055367
Sector Risk Trend Factor: -2.0273089620421954
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [301.8694480871505, 301.8694413630348, 301.8694431496199, 301.8694456201761]
inner cv sdevs: [367.5235659625113, 367.5235679827517, 367.5235675369362, 367.5235641897937]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 301.8694413630348 367.5235679827517
test cv mean error, stdev (10 folds): [325.35586650347346, 377.5092038977911]
sell date: 2022-07-10
expected return: 0.02764576524364591
discounted return: 0.0010914160138748574
quarter return: 1.105563896548965
['options', ('2022-08-19', '2022-12-16')]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 72756266000.0
Sector 1YMF: 56.91999816894531
1YMF: 0.0018767029632884129
risk trend factor: 1.7364246579806077
         beta currentRatio debtToEquity dividendRate dividendYield  \
MPC  1.910294        1.704       80.117         2.32        0.0242   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MPC          1.917  7120999936       0.05912  23.43602  16415250432   

    grossMargins grossProfits heldPercentInstitutions  \
MPC       0.0867  10443000000                 0.82037   

                           industry    marketCap operatingCashflow  \
MPC  Oil & Gas Refining & Marketing  60881649664        4360000000   

    operatingMargins payoutRatio pegRatio priceToBook  \
MPC          0.03119      0.5472     0.55    2.175252   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.505447       0.08085      1.222        0.02754   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.08003         0.967         189.986  Energy         615587968   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.92  10839000064            19.177  26904000512  120450998272   

    trailingPE  
MPC   6.942299  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 102.669998 91.287088 102.474286 113.661483 91.610984 9.404473 72.802038 110.419931
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MPC 0.001877 102.669998 72756266000.0 0.866955 0.977688 0.523103
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [131.65140460881426, 131.65140413332375, 131.65140440044064, 131.65053612536832]
inner cv sdevs: [179.62199064827453, 179.621989816526, 179.62199075696446, 179.62004357125272]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 131.65053612536832 179.62004357125272
test cv mean error, stdev (10 folds): [140.5948091624812, 186.0393391719661]
sell date: 2022-08-28
expected return: 0.03379650654177166
discounted return: 0.00044926243591159043
quarter return: 1.0421885347175452
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   3.326200e+10  3.325600e+10  3.323800e+10   
Total Liab                        5.179200e+10  5.333600e+10  5.760700e+10   
Total Stockholder Equity          2.620600e+10  2.828000e+10  2.892100e+10   
Minority Interest                 7.375000e+09  7.684000e+09  7.772000e+09   
Other Current Liab                2.278000e+09  3.377000e+09  6.148000e+09   
Total Assets                      8.537300e+10  8.930000e+10  9.430000e+10   
Common Stock                      1.000000e+07  1.000000e+07  1.000000e+07   
Other Current Assets              5.680000e+08  5.850000e+08  5.850000e+08   
Retained Earnings                 1.290500e+10  1.248400e+10  1.216000e+10   
Other Liab                        7.999000e+09  8.193000e+09  8.825000e+09   
Good Will                         8.256000e+09  8.256000e+09  8.256000e+09   
Treasury Stock                   -1.997100e+10 -1.747000e+10 -1.648700e+10   
Other Assets                      2.400000e+09  2.463000e+09  2.532000e+09   
Cash                              5.291000e+09  5.874000e+09  1.183900e+10   
Total Current Liabilities         1.789800e+10  1.689800e+10  1.951200e+10   
Deferred Long Term Asset Charges  2.000000e+06           NaN           NaN   
Short Long Term Debt              4.980000e+08  7.300000e+07  7.000000e+07   
Other Stockholder Equity         -6.700000e+07 -3.440000e+08 -3.400000e+08   
Property Plant Equipment          3.881200e+10  3.905400e+10  3.949600e+10   
Total Current Assets              3.049600e+10  3.414300e+10  3.859200e+10   
Long Term Investments             5.409000e+09  5.384000e+09  5.424000e+09   
Net Tangible Assets               1.795000e+10  2.002400e+10  2.066500e+10   
Short Term Investments            5.548000e+09  7.352000e+09  5.418000e+09   
Net Receivables                   1.103400e+10  1.112100e+10  1.187100e+10   
Long Term Debt                    2.444300e+10  2.665500e+10  2.763900e+10   
Inventory                         8.055000e+09  9.211000e+09  8.879000e+09   
Accounts Payable                  1.370000e+10  1.219600e+10  1.217000e+10   

                                    2021-03-31  
Capital Surplus                   3.322200e+10  
Total Liab                        5.717200e+10  
Total Stockholder Equity          2.159200e+10  
Minority Interest                 7.887000e+09  
Other Current Liab                3.370000e+09  
Total Assets                      8.665100e+10  
Common Stock                      1.000000e+07  
Other Current Assets              1.176200e+10  
Retained Earnings                 4.029000e+09  
Other Liab                        9.386000e+09  
Good Will                         8.256000e+09  
Treasury Stock                   -1.566900e+10  
Other Assets                      2.594000e+09  
Cash                              6.240000e+08  
Total Current Liabilities         1.608500e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              6.900000e+07  
Other Stockholder Equity         -5.110000e+08  
Property Plant Equipment          4.000500e+10  
Total Current Assets              3.036100e+10  
Long Term Investments             5.435000e+09  
Net Tangible Assets               1.333600e+10  
Short Term Investments                     NaN  
Net Receivables                   9.568000e+09  
Long Term Debt                    3.006100e+10  
Inventory                         8.407000e+09  
Accounts Payable                  9.953000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                1.742000e+09 -1.934000e+09   
Change To Liabilities                      1.590000e+09  1.930000e+08   
Total Cashflows From Investing Activities  1.448000e+09 -2.054000e+09   
Net Borrowings                            -1.951000e+09 -1.018000e+09   
Total Cash From Financing Activities      -5.703000e+09 -2.762000e+09   
Change To Operating Activities            -2.000000e+06  1.000000e+06   
Issuance Of Stock                          3.500000e+07  1.800000e+07   
Net Income                                 7.740000e+08  6.940000e+08   
Change In Cash                            -5.810000e+08 -5.964000e+09   
Repurchase Of Stock                       -2.742000e+09 -9.280000e+08   
Total Cash From Operating Activities       3.674000e+09 -1.148000e+09   
Depreciation                               8.130000e+08  8.360000e+08   
Other Cashflows From Investing Activities  1.320000e+08  2.400000e+08   
Dividends Paid                            -3.540000e+08 -3.700000e+08   
Change To Inventory                        1.173000e+09 -3.260000e+08   
Change To Account Receivables             -1.534000e+09  1.820000e+08   
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08   
Change To Netincome                        8.400000e+08 -2.746000e+09   
Capital Expenditures                      -4.810000e+08 -3.770000e+08   

                                             2021-06-30    2021-03-31  
Investments                               -5.477000e+09 -5.000000e+07  
Change To Liabilities                      2.656000e+09  1.821000e+09  
Total Cashflows From Investing Activities  1.567000e+10 -2.670000e+08  
Net Borrowings                            -4.169000e+09  8.650000e+08  
Total Cash From Financing Activities      -5.970000e+09  1.600000e+07  
Change To Operating Activities            -1.000000e+06  5.000000e+06  
Issuance Of Stock                          3.000000e+07  2.300000e+07  
Net Income                                 8.512000e+09 -2.420000e+08  
Change In Cash                             1.108000e+10  2.030000e+08  
Repurchase Of Stock                       -9.840000e+08 -9.840000e+08  
Total Cash From Operating Activities       1.380000e+09  4.540000e+08  
Depreciation                               8.710000e+08  8.440000e+08  
Other Cashflows From Investing Activities  2.144400e+10  1.100000e+07  
Dividends Paid                            -3.810000e+08 -3.790000e+08  
Change To Inventory                       -4.720000e+08 -4.080000e+08  
Change To Account Receivables             -2.224000e+09 -1.723000e+09  
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08  
Change To Netincome                       -7.981000e+09  1.350000e+08  
Capital Expenditures                      -3.020000e+08 -3.040000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021   22788000000  -242000000
2Q2021   29734000000  8512000000
3Q2021   32491000000   694000000
4Q2021   35438000000   774000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        1348000000.0   1012000000.0   
Minority Interest                        7375000000.0   7684000000.0   
Net Income                                774000000.0    694000000.0   
Selling General Administrative            654000000.0    691000000.0   
Gross Profit                             3254000000.0   2928000000.0   
Ebit                                     1610000000.0   1208000000.0   
Operating Income                         1610000000.0   1208000000.0   
Other Operating Expenses                  177000000.0    193000000.0   
Interest Expense                         -302000000.0   -313000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        243000000.0    -18000000.0   
Total Revenue                           35438000000.0  32491000000.0   
Total Operating Expenses                33828000000.0  31283000000.0   
Cost Of Revenue                         32184000000.0  29563000000.0   
Total Other Income Expense Net           -262000000.0   -196000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops           1105000000.0   1030000000.0   
Net Income Applicable To Common Shares    772000000.0    694000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         593000000.0   -136000000.0  
Minority Interest                        7772000000.0   7887000000.0  
Net Income                               8512000000.0   -242000000.0  
Selling General Administrative            681000000.0    575000000.0  
Gross Profit                             2557000000.0   1704000000.0  
Ebit                                      816000000.0    123000000.0  
Operating Income                          816000000.0    123000000.0  
Other Operating Expenses                  189000000.0    162000000.0  
Interest Expense                         -318000000.0   -334000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                          5000000.0     34000000.0  
Total Revenue                           29734000000.0  22788000000.0  
Total Operating Expenses                28918000000.0  22665000000.0  
Cost Of Revenue                         27177000000.0  21084000000.0  
Total Other Income Expense Net           -223000000.0   -259000000.0  
Discontinued Operations                  8214000000.0    234000000.0  
Net Income From Continuing Ops            588000000.0   -170000000.0  
Net Income Applicable To Common Shares   8512000000.0   -242000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  18103056    2022-01-30   
1             Vanguard Total Stock Market Index Fund  17494854    2021-12-30   
2                            Vanguard 500 Index Fund  13037019    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   6960433    2021-12-30   
4                             SPDR S&P 500 ETF Trust   6540311    2022-01-30   
5                            Fidelity 500 Index Fund   6304109    2022-02-27   
6                           iShares Core S&P 500 ETF   5120813    2022-01-30   
7                    Vanguard Index-Value Index Fund   4704115    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   4638261    2021-12-30   
9                        iShares Select Dividend ETF   4127022    2022-01-30   

    % Out       Value  
0  0.0335  1298894268  
1  0.0323  1119495707  
2  0.0241   834238845  
3  0.0129   445398107  
4  0.0121   469267314  
5  0.0117   490900967  
6  0.0095   367418332  
7  0.0087   301016318  
8  0.0086   296802321  
9  0.0076   296113828  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.87
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                      0
militaryContract                      False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 121752263500.0
Sector 1YMF: 43.869985580444336
1YMF: 0.0019605729958359253
risk trend factor: 1.6693295757310957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  13.089866   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  46347419648   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    5.193446   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     3.533386       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  33.992058  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 70.589996 67.376962 73.555238 79.733514 65.418095 6.714301 51.989493 78.846697
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DVN 0.001961 70.589996 121752263500.0 0.877075 0.988553 0.552856
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [72.45773206347532, 72.45773270555088, 72.45773206278174, 72.45773206246297]
inner cv sdevs: [107.35588927580905, 107.35589112807962, 107.35588927630698, 107.35588927605704]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 72.45773206246297 107.35588927605704
test cv mean error, stdev (10 folds): [79.15100023628148, 110.38576884398293]
sell date: 2022-09-18
expected return: 0.0975423634225949
discounted return: 0.000980200768888162
quarter return: 1.094321244565625
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 46297639500.0
Sector 1YMF: 81.58000183105469
1YMF: 0.0022898921229018597
risk trend factor: 1.6283433995151604
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0279   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  12.590502   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80473  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  57341566976        6498999808           0.0341      0.6312     0.42   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO     3.04675                     0.455942       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216  22.619123  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 133.75 118.374391 131.868413 145.362434 114.833016 15.68235 83.468316 146.197716
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VLO 0.00229 133.75 46297639500.0 0.882733 0.922874 0.537334
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [257.7262983647111, 257.72629846446995, 257.72629841987816, 257.7262983647111]
inner cv sdevs: [325.6413838220487, 325.64138377693934, 325.64138378699107, 325.6413838220486]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 257.7262983647111 325.6413838220487
test cv mean error, stdev (10 folds): [275.4331745013099, 336.4486199287141]
sell date: 2022-09-18
expected return: 0.060260080517683896
discounted return: 0.0006161290665045449
quarter return: 1.058302721823071
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 96861604200.0
Sector 1YMF: 57.459999084472656
1YMF: 0.0016468341745675941
risk trend factor: 1.6273007828392883
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0164   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  10.115151  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81342  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  151113760768       19983998976          0.33401      0.2348     0.53   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    3.070272                     2.752527       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    12.1105  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 111.489998 101.783141 112.579841 123.376542 104.161111 7.447975 89.265162 119.057061
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
COP 0.001647 111.489998 96861604200.0 0.869601 0.980711 0.490397
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [142.66282142500023, 142.66282125088935, 142.66282139000796, 142.662821406029]
inner cv sdevs: [159.52917913729667, 159.52917896274553, 159.5291789832317, 159.5291791316207]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 142.66282125088935 159.52917896274553
test cv mean error, stdev (10 folds): [156.2099386481347, 161.16993079080987]
sell date: 2022-09-18
expected return: 0.07326279381718037
discounted return: 0.0007445227952111999
quarter return: 1.0708691530958148
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 7190737100.0
Sector 1YMF: 30.951007843017578
1YMF: 0.0033967310527873423
risk trend factor: 1.6221703910285028
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  21.648647     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01214  Diagnostics & Research  4947831808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.63    9.582613   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     9.135937      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096          2  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 62.580002 59.930496 66.714857 73.499217 61.429841 5.416784 50.596273 72.26341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LNTH 0.003397 62.580002 7190737100.0 0.822953 0.98634 0.532554
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -120.76998901367188
Sector Volume Factor: 0.0022806018349254167
Sector Risk Trend Factor: -2.889924965769055
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [41.47571884662523, 41.47571808695382, 41.47571711948716, 41.47571867786617]
inner cv sdevs: [60.17941329621828, 60.17941093965518, 60.17941238182742, 60.17941282730593]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 41.47571711948716 60.17941238182742
test cv mean error, stdev (10 folds): [42.46377726297496, 63.031572318563285]
sell date: 2022-09-18
expected return: 0.2345017785138825
discounted return: 0.0022200129084550824
quarter return: 1.226316319376961
['options', ('2022-07-15',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 252220800100.0
Sector 1YMF: 16.26000213623047
1YMF: 0.0017287471922503032
risk trend factor: 1.5649663240109462
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  14.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  21853534208   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    2.051451   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.891299       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 28.790001 26.107532 29.696984 33.286436 26.793597 2.531289 21.731019 31.856176
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MRO 0.001729 28.790001 252220800100.0 0.849204 0.948885 0.544141
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [12.317458407807123, 12.317458404973321, 12.317458410406248, 12.317458383180918]
inner cv sdevs: [17.508607401612696, 17.508607402408582, 17.508607400987618, 17.50860741582898]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 12.317458383180918 17.50860741582898
test cv mean error, stdev (10 folds): [13.299649960609571, 18.07193303764845]
sell date: 2022-09-18
expected return: 0.1419256804340833
discounted return: 0.0013979871235636487
quarter return: 1.137149847565985
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 105341198700.0
Sector 1YMF: 24.150001525878906
1YMF: 0.001859298189284797
risk trend factor: 1.5255842534713018
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 46.0 39.761978 46.000952 52.239927 42.767936 3.39058 35.986776 49.549097
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
APA 0.001859 46.0 105341198700.0 0.866292 0.413628 0.447575
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [36.429421833060225, 36.429421799205734, 36.42942183722904, 36.4294218355459]
inner cv sdevs: [45.103085849758756, 45.10308576480753, 45.10308584972008, 45.10308584704238]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 36.429421799205734 45.10308576480753
test cv mean error, stdev (10 folds): [39.791599274418246, 45.97141046196568]
sell date: 2022-07-03
expected return: 0.14608942044497636
discounted return: 0.0076040788081128685
quarter return: 2.007577647633649
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 282584082100.0
Sector 1YMF: 39.93998718261719
1YMF: 0.0020610251493001558
risk trend factor: 1.5197864930679341
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0341   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  11.818078  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56852  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  440658558976       53653000192          0.10859      0.5804     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.603749                     1.424839       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.13  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288   17.34494  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 96.099998 88.636597 96.527143 104.417688 88.279133 6.843087 74.592959 101.965306
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
XOM 0.002061 96.099998 282584082100.0 0.872818 0.958139 0.535838
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [103.87700682186569, 103.87700686349449, 103.87679704529982, 103.87700674846839]
inner cv sdevs: [112.52048911380237, 112.5204891506597, 112.51998151928628, 112.5204891289752]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 103.87679704529982 112.51998151928628
test cv mean error, stdev (10 folds): [113.90546698814754, 113.22842761976527]
sell date: 2022-09-18
expected return: 0.11985006730797623
discounted return: 0.0011922344404722285
quarter return: 1.1158542275924708
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: NTUS
sector: Healthcare
Index: SP600
vol_30d_2yr: 2379907100.0
Sector 1YMF: 2.740001678466797
1YMF: 0.0031686951141916423
risk trend factor: 1.497267178627711
          beta currentRatio debtToEquity earningsGrowth    ebitda  \
NTUS  0.468627         2.42        2.823          -0.67  57332000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
NTUS        0.1211  22.167833     64596752      0.59126    279923000   

     heldPercentInstitutions         industry   marketCap operatingCashflow  \
NTUS                 0.96202  Medical Devices  1082627968          63995000   

     operatingMargins payoutRatio pegRatio priceToBook  \
NTUS          0.06206           0     1.04     2.53377   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
NTUS                     2.286736       0.02783      1.635        0.03153   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
NTUS        0.03153         0.084          14.061  Healthcare   

     sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt  \
NTUS          34152300       0.94  75595000             2.219  11992000   

     totalRevenue trailingPE  
NTUS    473438016  64.040405  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 31.790001 32.345473 32.709047 33.072622 30.362698 3.500362 23.361974 37.363423
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
NTUS 0.003169 31.790001 2379907100.0 0.878063 0.159539 0.413711
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -120.76998901367188
Sector Volume Factor: 0.0022806018349254167
Sector Risk Trend Factor: -2.889924965769055
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [10.031460111932823, 10.03146010370428, 10.031460112611635, 10.031460157233939]
inner cv sdevs: [11.985534852801937, 11.98553484402916, 11.985534852320097, 11.985534828774774]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 10.03146010370428 11.98553484402916
test cv mean error, stdev (10 folds): [10.626461212846028, 12.414671180945913]
sell date: 2022-06-19
expected return: 0.04214188919670076
discounted return: 0.010372955969947029
quarter return: 2.5841493820794614
['quarterly_balance_sheet',                                    2021-12-31   2021-09-30   2021-06-30  \
Intangible Assets                  65513000.0   73602000.0   80054000.0   
Total Liab                        139538000.0  138729000.0  138391000.0   
Total Stockholder Equity          424750000.0  422522000.0  417827000.0   
Other Current Liab                 43591000.0   30250000.0   29267000.0   
Total Assets                      564288000.0  561251000.0  556218000.0   
Common Stock                      353737000.0  350457000.0  347818000.0   
Retained Earnings                  84486000.0   82742000.0   77169000.0   
Other Liab                         18140000.0   27558000.0   27867000.0   
Good Will                         148657000.0  149293000.0  150482000.0   
Treasury Stock                    -13473000.0  -10677000.0   -7160000.0   
Other Assets                       41756000.0   43902000.0   45485000.0   
Cash                               75595000.0   68779000.0   62494000.0   
Total Current Liabilities         114601000.0  103801000.0  102463000.0   
Deferred Long Term Asset Charges   23161000.0   26296000.0   26349000.0   
Other Stockholder Equity          -13473000.0  -10677000.0   -7160000.0   
Property Plant Equipment           31071000.0   32783000.0   34498000.0   
Total Current Assets              277291000.0  261671000.0  245699000.0   
Net Tangible Assets               210580000.0  199627000.0  187291000.0   
Net Receivables                   111760000.0   97370000.0   92793000.0   
Inventory                          67745000.0   71545000.0   68350000.0   
Accounts Payable                   36405000.0   28322000.0   26892000.0   
Short Long Term Debt                      NaN          NaN          NaN   

                                   2021-03-31  
Intangible Assets                  85001000.0  
Total Liab                        172436000.0  
Total Stockholder Equity          408932000.0  
Other Current Liab                 28465000.0  
Total Assets                      581368000.0  
Common Stock                      344696000.0  
Retained Earnings                  73705000.0  
Other Liab                         27779000.0  
Good Will                         149761000.0  
Treasury Stock                     -9469000.0  
Other Assets                       46729000.0  
Cash                               80549000.0  
Total Current Liabilities         136476000.0  
Deferred Long Term Asset Charges   26321000.0  
Other Stockholder Equity           -9469000.0  
Property Plant Equipment           34058000.0  
Total Current Assets              265819000.0  
Net Tangible Assets               174170000.0  
Net Receivables                    91326000.0  
Inventory                          69467000.0  
Accounts Payable                   24486000.0  
Short Long Term Debt               36523000.0  ]
['quarterly_cashflow',                                            2021-12-31  2021-09-30  2021-06-30  \
Change To Liabilities                       7070000.0   2754000.0   3065000.0   
Total Cashflows From Investing Activities   -671000.0   1692000.0  -2236000.0   
Net Borrowings                               -84000.0   -110000.0 -37091000.0   
Total Cash From Financing Activities       -2694000.0   -120000.0 -36573000.0   
Change To Operating Activities              2313000.0  -3885000.0   2041000.0   
Issuance Of Stock                            243000.0    243000.0    612000.0   
Net Income                                  1744000.0   5573000.0   3464000.0   
Change In Cash                              6816000.0   6285000.0 -18055000.0   
Repurchase Of Stock                        -2853000.0    -10000.0    -94000.0   
Effect Of Exchange Rate                    -2602000.0  -2403000.0   1361000.0   
Total Cash From Operating Activities       12783000.0   7116000.0  19393000.0   
Depreciation                                6729000.0   6863000.0   7151000.0   
Change To Inventory                         1175000.0  -3379000.0   2895000.0   
Change To Account Receivables             -12683000.0  -2631000.0  -2759000.0   
Change To Netincome                         6410000.0   1797000.0   3494000.0   
Capital Expenditures                        -671000.0   -982000.0  -1236000.0   
Investments                                       NaN         NaN  -1000000.0   

                                           2021-03-31  
Change To Liabilities                       5099000.0  
Total Cashflows From Investing Activities   -731000.0  
Net Borrowings                            -20125000.0  
Total Cash From Financing Activities      -21275000.0  
Change To Operating Activities             -2856000.0  
Issuance Of Stock                            612000.0  
Net Income                                  2396000.0  
Change In Cash                             -1533000.0  
Repurchase Of Stock                        -1150000.0  
Effect Of Exchange Rate                    -4230000.0  
Total Cash From Operating Activities       24703000.0  
Depreciation                                7207000.0  
Change To Inventory                         4139000.0  
Change To Account Receivables               4962000.0  
Change To Netincome                         3706000.0  
Capital Expenditures                        -731000.0  
Investments                                -1000000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
1Q2021   114927000   2396000
2Q2021   115978000   3464000
3Q2021   113877000   5573000
4Q2021   128656000   1744000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                     13850000.0   14267000.0   14249000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                         3630000.0    7497000.0    5363000.0   
Minority Interest                              None         None         None   
Net Income                                1744000.0    5573000.0    3464000.0   
Selling General Administrative           41832000.0   41113000.0   42098000.0   
Gross Profit                             74660000.0   69390000.0   68135000.0   
Ebit                                     13733000.0    8687000.0    6135000.0   
Operating Income                         13733000.0    8687000.0    6135000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                          -217000.0    -332000.0    -556000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        1886000.0    1924000.0    1899000.0   
Total Revenue                           128656000.0  113877000.0  115978000.0   
Total Operating Expenses                114923000.0  105190000.0  109843000.0   
Cost Of Revenue                          53996000.0   44487000.0   47843000.0   
Total Other Income Expense Net          -10103000.0   -1190000.0    -772000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops            1744000.0    5573000.0    3464000.0   
Net Income Applicable To Common Shares    1744000.0    5573000.0    3464000.0   

                                         2021-03-31  
Research Development                     14040000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                         2864000.0  
Minority Interest                              None  
Net Income                                2396000.0  
Selling General Administrative           43826000.0  
Gross Profit                             68239000.0  
Ebit                                      4725000.0  
Operating Income                          4725000.0  
Other Operating Expenses                       None  
Interest Expense                          -766000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         468000.0  
Total Revenue                           114927000.0  
Total Operating Expenses                110202000.0  
Cost Of Revenue                          46688000.0  
Total Other Income Expense Net           -1861000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops            2396000.0  
Net Income Applicable To Common Shares    2396000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2399004    2022-01-30   
1  Victory Portfolios-Sycamore Small Company Oppo...  1931300    2022-01-30   
2             Allspring Special Small Cap Value Fund  1094467    2022-02-27   
3               Janus Henderson Small Cap Value Fund  1029275    2021-12-30   
4             Vanguard Total Stock Market Index Fund   975293    2021-12-30   
5                           iShares Russell 2000 ETF   768101    2022-01-30   
6                           Pax World Small Cap Fund   656049    2021-12-30   
7                 iShares S&P Smallcap 600 Value ETF   567510    2022-01-30   
8                Vanguard Extended Market Index Fund   483201    2021-12-30   
9                      Vanguard Small-Cap Index Fund   435072    2021-12-30   

    % Out     Value  
0  0.0694  55273052  
1  0.0558  44497152  
2  0.0316  30448071  
3  0.0298  24424695  
4  0.0282  23143702  
5  0.0222  17697047  
6  0.0190  15568042  
7  0.0164  13075430  
8  0.0140  11466359  
9  0.0126  10324258  ]
['options', ('2022-07-15',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1269485800.0
Sector 1YMF: 24.899993896484375
1YMF: 0.0020800547749332842
risk trend factor: 1.4928053621652477
Empty DataFrame
Columns: []
Index: [BANF]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 91.309998 78.439849 88.336826 98.233802 85.050318 3.918382 77.213553 92.887082
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
BANF 0.00208 91.309998 1269485800.0 0.908755 0.916616 0.536421
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [55.05037811240374, 55.050606271872645, 55.050378267465184, 55.050378826915384]
inner cv sdevs: [38.40696138777089, 38.40684785417371, 38.40696123455406, 38.40696220978185]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 55.05037811240374 38.40696138777089
test cv mean error, stdev (10 folds): [57.95567696588894, 39.112074882464576]
sell date: 2022-08-07
expected return: -0.003023823237859786
discounted return: -5.7138069981199635e-05
quarter return: 0.9947569404468798
['options', ('2022-06-17',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 43971070600.0
Sector 1YMF: 33.88000297546387
1YMF: 0.0011477728268003554
risk trend factor: 1.48271332961936
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.179219        0.717       93.916         0.02        0.0004  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  5.310769    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88365  Oil & Gas E&P  6310117888        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.17    2.983406   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                     2.178288       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121864000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SM       1.89  419887008             3.446  1986428032   2896824064  19.444235  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 48.68 33.61221 45.55127 57.49033 40.799365 5.375314 30.048737 51.549994
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SM 0.001148 48.68 43971070600.0 0.882715 0.962497 0.477599
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [54.55830160170929, 54.55830160179843, 54.55830165642794, 54.55830162553305]
inner cv sdevs: [81.76295272236173, 81.76295272218053, 81.76295270166503, 81.76295273415829]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 54.55830160170929 81.76295272236173
test cv mean error, stdev (10 folds): [59.85979191105109, 83.9317263444906]
sell date: 2022-09-18
expected return: 0.4161785870352987
discounted return: 0.0036694751318810948
quarter return: 1.400702408289501
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 30862818500.0
Sector 1YMF: 60.80000305175781
1YMF: 0.0019773339884690054
risk trend factor: 1.4312617289808671
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8         0.018   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5041999872       0.65762  6.810776    953625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.86683   5577000000                 0.91795  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  27598387200        4572000256          0.48611      0.1272     0.38   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    2.166474                     3.599633       0.35751      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10278        0.22396         1.034          42.596  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         177492992       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7666999808   10.25592  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 149.630005 123.836715 145.664128 167.49154 138.967619 9.402199 120.16322 157.772017
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FANG 0.001977 149.630005 30862818500.0 0.909025 0.795622 0.471983
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [420.9911806742642, 420.99118528006517, 420.9911809362091, 420.99118095605337]
inner cv sdevs: [399.94354296448176, 399.9435472710125, 399.94354269150665, 399.9435426878695]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 420.9911806742642 399.94354296448176
test cv mean error, stdev (10 folds): [452.09101009939167, 406.58471198735367]
sell date: 2022-09-18
expected return: 0.17649982474330506
discounted return: 0.001712451733919984
quarter return: 1.1704763687697823
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 2942817400.0
Sector 1YMF: 48.60003662109375
1YMF: 0.002574811471483076
risk trend factor: 1.4091055489095428
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  0.820982        1.083      283.285         1.24         0.005   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MUSA          2.025  950200000       0.05637  19.691177    451787488   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA      0.07071   1064700000                 0.86324  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  6157129216         846800000          0.04334      0.0569     3.33   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    7.779171                     0.365287       0.02931      0.733   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11155        0.62846         0.501         658.653   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          24201600        4.6  356200000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            14.718  2242200064  16855600128  13.386478  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 233.460007 230.598967 244.042699 257.486431 228.747143 20.577404 187.592334 269.901951
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MUSA 0.002575 233.460007 2942817400.0 0.810256 0.994555 0.410124
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -352.9100036621094
Sector Volume Factor: 0.0021034643160444764
Sector Risk Trend Factor: -4.247321632052965
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [765.2570051310021, 765.2570033166005, 765.2570037428297, 765.2570027051701]
inner cv sdevs: [851.4887196937432, 851.4887360733575, 851.4887359941931, 851.4887207691525]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 765.2570027051701 851.4887207691525
test cv mean error, stdev (10 folds): [734.658522916889, 887.264017863509]
sell date: 2022-08-14
expected return: 0.06110424655904528
discounted return: 0.0009889905276616595
quarter return: 1.0952056627369904
['options', ('2022-07-15', '2022-11-18')]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 12710569500.0
Sector 1YMF: 36.480003356933594
1YMF: 0.0023445054920631214
risk trend factor: 1.3709132852384265
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.922058        0.498       32.834            1        0.0155   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1278352000       0.53439  7.909181    661902144      0.88251   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.96343  Oil & Gas E&P  7717452288   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1547795968          0.26364      0.1225     0.14    3.034538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     3.226148       0.21834       0.47        0.07455   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18904          1.41          24.275  Energy          97381104   

     shortRatio totalCash totalCashPerShare  totalDebt totalRevenue trailingPE  
PDCE       7.65  33829000             0.351  955555008   2392156928  186.03287  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 81.650002 61.282943 76.301429 91.319914 73.603492 5.718236 62.16702 85.039964
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PDCE 0.002345 81.650002 12710569500.0 0.903714 0.723739 0.494349
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [75.09304092740071, 75.09303415841248, 75.09303481621937, 75.09303269656365]
inner cv sdevs: [73.28977152907441, 73.2897722693622, 73.28977185668765, 73.28977285124697]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 75.09303269656365 73.28977285124697
test cv mean error, stdev (10 folds): [75.00694977102849, 76.86643139553966]
sell date: 2022-09-18
expected return: 0.1767714303828707
discounted return: 0.0017148857126882966
quarter return: 1.1707380497787239
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            3.161941e+09  3.267261e+09  3.333168e+09   
Total Liab                 2.426419e+09  2.823041e+09  2.869083e+09   
Total Stockholder Equity   2.910247e+09  2.544224e+09  2.464906e+09   
Deferred Long Term Liab    1.690000e+07  5.600000e+06  6.400000e+06   
Other Current Liab         6.228770e+08  7.500000e+08  6.521060e+08   
Total Assets               5.336666e+09  5.367265e+09  5.333989e+09   
Common Stock               9.650000e+05  9.740000e+05  9.890000e+05   
Other Current Assets       1.790900e+07  7.559000e+06  5.146000e+06   
Retained Earnings         -2.499540e+08 -7.230170e+08 -8.683380e+08   
Other Liab                 5.579650e+08  5.186080e+08  4.555700e+08   
Treasury Stock            -2.705000e+06 -9.940000e+05 -9.130000e+05   
Other Assets               5.559800e+07  4.755700e+07  4.764500e+07   
Cash                       3.382900e+07  9.992200e+07  1.097490e+08   
Total Current Liabilities  9.200960e+08  1.053438e+09  1.161964e+09   
Property Plant Equipment   4.822495e+09  4.835014e+09  4.856531e+09   
Total Current Assets       4.585730e+08  4.846940e+08  4.298130e+08   
Net Tangible Assets        2.910247e+09  2.544224e+09  2.464906e+09   
Net Receivables            3.986050e+08  3.686110e+08  3.072010e+08   
Long Term Debt             9.420840e+08  1.243235e+09  1.242676e+09   
Accounts Payable           1.278910e+08  1.439310e+08  1.770990e+08   
Short Long Term Debt                NaN           NaN  1.979190e+08   

                             2021-03-31  
Capital Surplus            3.369272e+09  
Total Liab                 2.653589e+09  
Total Stockholder Equity   2.587068e+09  
Deferred Long Term Liab    7.300000e+06  
Other Current Liab         4.411260e+08  
Total Assets               5.240657e+09  
Common Stock               9.940000e+05  
Other Current Assets       8.032000e+06  
Retained Earnings         -7.813010e+08  
Other Liab                 4.580310e+08  
Treasury Stock            -1.897000e+06  
Other Assets               6.254900e+07  
Cash                       5.906700e+07  
Total Current Liabilities  9.435670e+08  
Property Plant Equipment   4.842849e+09  
Total Current Assets       3.352590e+08  
Net Tangible Assets        2.587068e+09  
Net Receivables            2.568370e+08  
Long Term Debt             1.242108e+09  
Accounts Payable           1.206470e+08  
Short Long Term Debt       1.954510e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       40183000.0          0.0   
Total Cashflows From Investing Activities -154330000.0 -188348000.0   
Net Borrowings                            -308979000.0 -200414000.0   
Total Cash From Financing Activities      -431738999.0 -271933000.0   
Change To Operating Activities             160409000.0   33962000.0   
Net Income                                 473063000.0  145321000.0   
Change In Cash                             -66093000.0   -9827000.0   
Repurchase Of Stock                        -49679000.0  -59804000.0   
Total Cash From Operating Activities       519976000.0  450454000.0   
Depreciation                               159870000.0  172469000.0   
Dividends Paid                             -11401627.0  -11715000.0   
Change To Account Receivables             -153717000.0 -153717000.0   
Other Cashflows From Financing Activities  -13066000.0  -13066000.0   
Change To Netincome                       -162105000.0   95221000.0   
Capital Expenditures                      -154808000.0 -188654000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -131379000.0 -104747000.0  
Net Borrowings                               -434000.0 -168445000.0  
Total Cash From Financing Activities       -42246000.0 -191868000.0  
Change To Operating Activities            -118700000.0   53068000.0  
Net Income                                 -87037000.0   -9036000.0  
Change In Cash                              50682000.0   56444000.0  
Repurchase Of Stock                        -29927000.0  -23423000.0  
Total Cash From Operating Activities       224307000.0  353059000.0  
Depreciation                               165442000.0  149891000.0  
Dividends Paid                             -11885000.0  -11885000.0  
Change To Account Receivables             -153717000.0 -153717000.0  
Other Cashflows From Financing Activities  -13066000.0  -13066000.0  
Change To Netincome                        260725000.0  155299000.0  
Capital Expenditures                      -131423000.0 -109117000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   437800000   -9036000
2Q2021   510154000  -87037000
3Q2021   659386000  145321000
4Q2021   784817000  473063000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       499536000.0  145531000.0  -87192000.0   
Minority Interest                              None         None         None   
Net Income                              473063000.0  145321000.0  -87037000.0   
Selling General Administrative           31366000.0   30847000.0   32843000.0   
Gross Profit                            708056000.0  587005000.0  441770000.0   
Ebit                                    522355000.0  165486000.0  -67199000.0   
Operating Income                        522355000.0  165486000.0  -67199000.0   
Other Operating Expenses                 -2836000.0  220806000.0  313630000.0   
Interest Expense                        -16572000.0  -20098000.0  -20060000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       26473000.0     210000.0    -155000.0   
Total Revenue                           784817000.0  659386000.0  510154000.0   
Total Operating Expenses                262462000.0  493900000.0  577353000.0   
Cost Of Revenue                          76761000.0   72381000.0   68384000.0   
Total Other Income Expense Net          -22819000.0  -19955000.0  -19993000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          473063000.0  145321000.0  -87037000.0   
Net Income Applicable To Common Shares  473063000.0  145321000.0  -87037000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        -8981000.0  
Minority Interest                              None  
Net Income                               -9036000.0  
Selling General Administrative           32677000.0  
Gross Profit                            374264000.0  
Ebit                                     10038000.0  
Operating Income                         10038000.0  
Other Operating Expenses                184432000.0  
Interest Expense                        -19041000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                          55000.0  
Total Revenue                           437800000.0  
Total Operating Expenses                427762000.0  
Cost Of Revenue                          63536000.0  
Total Other Income Expense Net          -19019000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           -9036000.0  
Net Income Applicable To Common Shares   -9036000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  6850630    2022-01-30   
1             Vanguard Total Stock Market Index Fund  2768637    2021-12-30   
2                      Vanguard Small-Cap Index Fund  2452337    2021-12-30   
3                     Oakmark Equity and Income Fund  2387591    2021-12-30   
4    Delaware Group Equity Fds V-Small Cap Core Fund  2303183    2022-02-27   
5                           iShares Russell 2000 ETF  2232757    2022-01-30   
6                    DFA U.S. Small Cap Value Series  2118368    2022-01-30   
7  Victory Portfolios-Sycamore Small Company Oppo...  1970000    2022-01-30   
8               Vanguard Small-Cap Growth Index Fund  1526296    2021-12-30   
9  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1385684    2022-01-30   

    % Out      Value  
0  0.0718  406036840  
1  0.0290  135054112  
2  0.0257  119624998  
3  0.0250  116466688  
4  0.0241  148601367  
5  0.0234  132335507  
6  0.0222  125555671  
7  0.0206  116761900  
8  0.0160   74452718  
9  0.0145   82129490  ]
['options', ('2022-07-15', '2022-12-16')]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 25155623800.0
Sector 1YMF: 31.859996795654297
1YMF: 0.001225813370607013
risk trend factor: 1.3241895273706934
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.085          0.2         0.003   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726  6.607179     33695376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94319  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  7609612288        1212914048          0.49636      0.0245     0.57   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    3.590058                     3.740739       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       4.68  63001000             0.533  1497975040   

     totalRevenue trailingPE  
MTDR   2034253952  10.514118  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 61.389999 46.07128 58.382381 70.693483 54.852223 5.232355 44.387512 65.316933
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTDR 0.001226 61.389999 25155623800.0 0.896081 0.97374 0.466991
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [54.44452294015202, 54.44452282954308, 54.44452293384688, 54.44452283616049]
inner cv sdevs: [60.67444204726364, 60.674441930999386, 60.674442048608405, 60.67444192961734]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 54.44452282954308 60.674441930999386
test cv mean error, stdev (10 folds): [59.493003553515294, 61.393550047501805]
sell date: 2022-09-18
expected return: 0.08933209186492223
discounted return: 0.0009010873003929554
quarter return: 1.0863926409175153
['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 121494374800.0
Sector 1YMF: 39.81001281738281
1YMF: 0.001862212142516412
risk trend factor: 1.2825393501347189
         beta currentRatio debtToEquity dividendRate dividendYield  \
CVX  1.078947        1.433       19.941         5.68        0.0315   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
CVX          3.473  38521999360       0.21783  12.431709  21073375232   

    grossMargins grossProfits heldPercentInstitutions              industry  \
CVX      0.40935  66234000000                 0.71587  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CVX  355886039040       33045999616          0.12219      0.5113      0.6   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CVX    2.433922                     2.012429       0.11596      1.119   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CVX        0.05505         0.1469         0.683          92.025  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
CVX        1964809984       2.03  11704000512             5.957  29333000192   

     totalRevenue trailingPE  
CVX  176843997184    17.0187  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 167.550003 165.754118 174.02664 182.299162 166.848085 6.732398 153.383289 180.31288
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CVX 0.001862 167.550003 121494374800.0 0.873337 0.949121 0.497243
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [151.81724559834186, 151.81724556629135, 151.81724566025434, 151.81724572933933]
inner cv sdevs: [130.67142203588728, 130.67142201961119, 130.67142194988855, 130.67142195964368]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 151.81724556629135 130.67142201961119
test cv mean error, stdev (10 folds): [165.40839539167862, 129.42414651195193]
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:348: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[0])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:356: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:364: RuntimeWarning: overflow encountered in exp
  1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
sell date: 2022-09-18
expected return: 0.08280129850502214
discounted return: 0.0008377346824555154
quarter return: 1.0800845509968897
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.63
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       9.95
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                                43
highestControversy                       3
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.22
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     22.42
governancePercentile                  None
militaryContract                     False]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 26318648400.0
Sector 1YMF: 29.75
1YMF: 0.0019388343665854815
risk trend factor: 1.2605933018437596
          beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.639705        1.822       57.138          1.6        0.0341   

          ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
DINO  1137624960       0.06186   -771616128      0.08786   1615735000   

     heldPercentInstitutions                        industry  \
DINO                 0.62529  Oil & Gas Refining & Marketing   

     operatingCashflow operatingMargins payoutRatio pegRatio profitMargins  \
DINO         406681984          0.04193      0.1032     0.35       0.03036   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
DINO      0.762        0.03946        0.11039         0.938         113.116   

      sector shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
DINO  Energy        3.3  234444000             1.438  3596556032  18389141504  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 52.709999 43.053372 50.814127 58.574881 43.209524 6.300526 30.608473 55.810575
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DINO 0.001939 52.709999 26318648400.0 0.861118 0.358718 0.56268
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [64.68803451378928, 64.68803453398992, 64.68803464738129, 64.6880344998633]
inner cv sdevs: [71.44587844890935, 71.44587844396875, 71.44587835677216, 71.44587845532286]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 64.6880344998633 71.44587845532286
test cv mean error, stdev (10 folds): [70.46772015759147, 72.43971615287474]
sell date: 2022-08-28
expected return: 0.07016034770763921
discounted return: 0.0009167509719176792
quarter return: 1.0879579003349393
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.990580e+08  6.410410e+08  6.546840e+08   
Capital Surplus            4.220075e+09  4.232504e+09  4.225032e+09   
Total Liab                 6.622148e+09  6.567642e+09  6.519789e+09   
Total Stockholder Equity   5.687885e+09  5.726740e+09  5.443375e+09   
Minority Interest          6.065800e+08  6.027990e+08  5.968690e+08   
Deferred Long Term Liab    3.973850e+08  3.453140e+08  3.037070e+08   
Other Current Liab         2.699100e+07  1.499010e+08  2.866900e+07   
Total Assets               1.291661e+10  1.289718e+10  1.256003e+10   
Common Stock               2.560000e+06  2.560000e+06  2.560000e+06   
Other Current Assets       6.463000e+06  1.967000e+06  1.563000e+06   
Retained Earnings          4.413836e+09  4.453366e+09  4.172560e+09   
Other Liab                 1.118644e+09  1.136432e+09  1.078211e+09   
Good Will                  2.293044e+09  2.293305e+09  2.293544e+09   
Treasury Stock            -2.948586e+09 -2.961690e+09 -2.956777e+09   
Other Assets               7.510120e+08  3.453140e+08  3.037070e+08   
Cash                       2.344440e+08  1.481562e+09  1.398280e+09   
Total Current Liabilities  2.065464e+09  2.044208e+09  2.012771e+09   
Other Stockholder Equity   2.671000e+06  4.460000e+06  9.653000e+06   
Property Plant Equipment   5.811045e+09  5.262498e+09  5.163648e+09   
Total Current Assets       3.762454e+09  4.355023e+09  4.144450e+09   
Net Tangible Assets        3.095783e+09  2.792394e+09  2.495147e+09   
Net Receivables            1.339270e+09  9.475650e+08  9.962990e+08   
Long Term Debt             3.072737e+09  3.072352e+09  3.100969e+09   
Inventory                  2.122128e+09  1.887080e+09  1.700605e+09   
Accounts Payable           1.613484e+09  1.460769e+09  1.480820e+09   

                             2021-03-31  
Intangible Assets          6.498600e+08  
Capital Surplus            4.216816e+09  
Total Liab                 6.096771e+09  
Total Stockholder Equity   5.259187e+09  
Minority Interest          5.788590e+08  
Deferred Long Term Liab    3.087260e+08  
Other Current Liab         4.575800e+07  
Total Assets               1.193482e+10  
Common Stock               2.560000e+06  
Other Current Assets       2.445000e+06  
Retained Earnings          4.003733e+09  
Other Liab                 9.379900e+08  
Good Will                  2.293422e+09  
Treasury Stock            -2.963922e+09  
Other Assets               3.087260e+08  
Cash                       1.193428e+09  
Total Current Liabilities  1.757308e+09  
Other Stockholder Equity   4.658000e+06  
Property Plant Equipment   4.982533e+09  
Total Current Assets       3.700276e+09  
Net Tangible Assets        2.315905e+09  
Net Receivables            8.440410e+08  
Long Term Debt             3.126091e+09  
Inventory                  1.616848e+09  
Accounts Payable           1.266690e+09  ]
['quarterly_cashflow',                                              2021-12-31   2021-09-30  \
Investments                                6.480000e+05     410000.0   
Change To Liabilities                      1.738690e+08  -28662000.0   
Total Cashflows From Investing Activities -8.887430e+08 -116164000.0   
Net Borrowings                            -2.443000e+06  -30251000.0   
Total Cash From Financing Activities      -2.763400e+07  -45691000.0   
Change To Operating Activities            -1.612560e+08   72162000.0   
Net Income                                -3.953000e+07  280787000.0   
Change In Cash                            -1.247118e+09   83282000.0   
Repurchase Of Stock                       -6.445000e+06    -122000.0   
Effect Of Exchange Rate                    2.071000e+06   -4276000.0   
Total Cash From Operating Activities      -3.328120e+08  249413000.0   
Depreciation                              -2.702000e+06  121220000.0   
Change To Inventory                        5.507100e+07 -194922000.0   
Change To Account Receivables             -3.937620e+08   72256000.0   
Other Cashflows From Financing Activities -1.874600e+07  -15318000.0   
Change To Netincome                       -1.073170e+08  -58845000.0   
Capital Expenditures                      -2.650640e+08 -215504000.0   
Other Cashflows From Investing Activities           NaN          NaN   
Dividends Paid                                      NaN          NaN   

                                            2021-06-30   2021-03-31  
Investments                                  3107000.0    3107000.0  
Change To Liabilities                      201040000.0  266163000.0  
Total Cashflows From Investing Activities -175248000.0 -147064000.0  
Net Borrowings                             -26623000.0  -18173000.0  
Total Cash From Financing Activities       -48917000.0  -89561000.0  
Change To Operating Activities              55153000.0   98871000.0  
Net Income                                 168850000.0  148217000.0  
Change In Cash                             204852000.0 -174890000.0  
Repurchase Of Stock                          -479000.0     -12000.0  
Effect Of Exchange Rate                      1262000.0    -591000.0  
Total Cash From Operating Activities       427755000.0   62326000.0  
Depreciation                               124042000.0  124079000.0  
Change To Inventory                         36530000.0 -241238000.0  
Change To Account Receivables             -147010000.0 -145891000.0  
Other Cashflows From Financing Activities  -21815000.0  -13713000.0  
Change To Netincome                           -82000.0 -224054000.0  
Capital Expenditures                      -182880000.0 -149961000.0  
Other Cashflows From Investing Activities   -2897000.0    2897000.0  
Dividends Paid                                     NaN  -57663000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3504293000  148217000
2Q2021   4577123000  168850000
3Q2021   4685059000  280787000
4Q2021   5622667000  -39530000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        -43150000.0   357507000.0   
Minority Interest                        606580000.0   602799000.0   
Net Income                               -39530000.0   280787000.0   
Selling General Administrative            92633000.0    87686000.0   
Gross Profit                             225010000.0   509881000.0   
Ebit                                      -1821000.0   300975000.0   
Operating Income                          -1821000.0   300975000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -30955000.0   -26892000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       -26046000.0    54766000.0   
Total Revenue                           5622667000.0  4685059000.0   
Total Operating Expenses                5624488000.0  4384084000.0   
Cost Of Revenue                         5397657000.0  4175178000.0   
Total Other Income Expense Net           -41329000.0    56532000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           -17104000.0   302741000.0   
Net Income Applicable To Common Shares   -39107000.0   277234000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        318252000.0   154543000.0  
Minority Interest                        596869000.0   578859000.0  
Net Income                               168850000.0   148217000.0  
Selling General Administrative            78686000.0    73245000.0  
Gross Profit                             536228000.0   344616000.0  
Ebit                                     333500000.0   147292000.0  
Operating Income                         333500000.0   147292000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -28942000.0   -38386000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       123485000.0   -28307000.0  
Total Revenue                           4577123000.0  3504293000.0  
Total Operating Expenses                4243623000.0  3357001000.0  
Cost Of Revenue                         4040895000.0  3159677000.0  
Total Other Income Expense Net           -15248000.0     7251000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           194767000.0   182850000.0  
Net Income Applicable To Common Shares   166627000.0   146175000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                        iShares Core S&P Midcap ETF  4158265    2022-01-30   
1             Vanguard Total Stock Market Index Fund  4157166    2021-12-30   
2                     Fidelity Low-Priced Stock Fund  3753790    2022-02-27   
3                      Vanguard Small-Cap Index Fund  3681912    2021-12-30   
4  John Hancock Fds III-Disciplined Value Mid Cap Fd  2884974    2021-12-30   
5  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2700673    2022-01-30   
6                Vanguard Small Cap Value Index Fund  2335086    2021-12-30   
7                    DFA U.S. Small Cap Value Series  1999592    2022-01-30   
8                Vanguard Extended Market Index Fund  1980785    2021-12-30   
9   John Hancock Mutual Fds III-Disciplined Value Fd  1734416    2021-12-30   

    % Out      Value  
0  0.0186  146204597  
1  0.0186  136271901  
2  0.0168  114302905  
3  0.0165  120693075  
4  0.0129   94569447  
5  0.0121   94955662  
6  0.0105   76544119  
7  0.0090   70305654  
8  0.0089   64930132  
9  0.0078   56854156  ]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 11748608200.0
Sector 1YMF: 45.5699462890625
1YMF: 0.0018464059427907385
risk trend factor: 1.2529544241683812
         beta currentRatio dividendRate dividendYield earningsGrowth  \
MCK  0.663839        0.954         1.88        0.0059         -0.406   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MCK  3191000064       0.01209  12.411926   2685625088      0.04957   

    grossProfits heldPercentInstitutions              industry    marketCap  \
MCK  13084000000                  0.9152  Medical Distribution  45990576128   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4433999872          0.00965      0.2521        1   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.174229       0.00422      0.456        0.02481   

    revenueGrowth revenuePerShare      sector sharesOutstanding shortRatio  \
MCK         0.118        1733.198  Healthcare         145364992       2.18   

      totalCash totalCashPerShare   totalDebt  totalRevenue trailingPE  
MCK  3532000000            24.297  7616999936  263965999104  43.771442  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 306.519989 305.867308 321.912697 337.958087 317.366349 10.865668 295.635013 339.097684
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MCK 0.001846 306.519989 11748608200.0 0.83305 0.998289 0.462444
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -120.76998901367188
Sector Volume Factor: 0.0022806018349254167
Sector Risk Trend Factor: -2.889924965769055
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [460.05208126937055, 460.0520748585798, 460.05224789481287, 460.05217972923657]
inner cv sdevs: [630.9192856360353, 630.9192650513498, 630.9192056098149, 630.9192346359147]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 460.0520748585798 630.9192650513498
test cv mean error, stdev (10 folds): [494.6143127590634, 651.7093168256196]
sell date: 2022-09-04
expected return: 0.06314634669239352
discounted return: 0.0007562458488148405
quarter return: 1.0720238639935127
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      58
governanceScore              5.52
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile         None
militaryContract            False]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 24263857900.0
Sector 1YMF: 85.80996704101562
1YMF: 0.002081342555175449
risk trend factor: 1.2479635528837139
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0456   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  9.925613   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                   0.922  Oil & Gas E&P  65539436544   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288      0.5    2.769122   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     3.127926        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.87  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  16.633099  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 264.549988 261.401114 274.131746 286.862377 256.653492 15.192129 226.269234 287.03775
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PXD 0.002081 264.549988 24263857900.0 0.887153 0.912273 0.497407
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [892.5062948284675, 892.5062924862012, 892.5062947368207, 892.506292562174]
inner cv sdevs: [977.0648262253535, 977.0648206428641, 977.0648262138556, 977.0648206123301]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 892.5062924862012 977.0648206428641
test cv mean error, stdev (10 folds): [969.3279521995831, 992.5744327433306]
sell date: 2022-09-18
expected return: 0.1003102962268565
discounted return: 0.001006740396978012
quarter return: 1.0969937957034677
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 27760839000.0
Sector 1YMF: 16.200002670288086
1YMF: 0.002252709293116105
risk trend factor: 1.229135049377601
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0298   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238   9.67663        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93154  Personal Services  5683142656   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     1.05   126.72598   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                     2.130946       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000       4.71   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  14.570376  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 34.380001 32.299965 34.590476 36.880987 29.356349 4.009761 21.336827 37.375872
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HRB 0.002253 34.380001 27760839000.0 0.896972 0.725167 0.435532
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -352.9100036621094
Sector Volume Factor: 0.0021034643160444764
Sector Risk Trend Factor: -4.247321632052965
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [7.879964442872336, 7.87996540432114, 7.879964573246037, 7.879964572890064]
inner cv sdevs: [7.164695090272689, 7.164694992608824, 7.164695029804184, 7.164695416232627]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 7.879964442872336 7.164695090272689
test cv mean error, stdev (10 folds): [8.086119047023693, 7.483224159904639]
sell date: 2022-08-07
expected return: 0.039744142922428415
discounted return: 0.0007356415169794683
quarter return: 1.0699951738206512
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: SWX
sector: Utilities
Index: SP400
vol_30d_2yr: 4573768600.0
Sector 1YMF: 11.229995727539062
1YMF: 0.002194579760768833
risk trend factor: 1.1064033536257658
         beta currentRatio debtToEquity dividendRate dividendYield  \
SWX  0.108035        0.778      174.475         2.48        0.0263   

    earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
SWX         -0.222  786628992       0.19366  19.052631   -470833120   

    grossMargins grossProfits heldPercentInstitutions  \
SWX      0.21709    853431000                 0.89023   

                    industry   marketCap operatingCashflow operatingMargins  \
SWX  Utilities—Regulated Gas  6292110336         350460000          0.09512   

    payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
SWX      0.8123     5.02    1.803307                     1.549036   

    profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
SWX       0.04423      0.551        0.02178        0.05621         0.431   

    revenuePerShare     sector sharesOutstanding shortRatio  totalCash  \
SWX          67.779  Utilities          66852000       1.78  624665984   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
SWX             9.344  6324827136   4061953024   31.40474  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 87.040001 89.230089 92.435079 95.640069 86.673809 6.07931 74.51519 98.832428
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SWX 0.002195 87.040001 4573768600.0 0.777835 0.145807 0.399565
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -49.86000061035156
Sector Volume Factor: 0.002030212702591272
Sector Risk Trend Factor: -2.0367650862888413
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [40.85251490496256, 40.85251404388559, 40.85251485750529, 40.8525148569703]
inner cv sdevs: [45.99035856804874, 45.990358557509346, 45.99035859790528, 45.99035859814881]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 40.85251404388559 45.990358557509346
test cv mean error, stdev (10 folds): [42.239784165390134, 48.01514839154868]
sell date: 2022-08-14
expected return: 0.04870860708533844
discounted return: 0.0007929727235971296
quarter return: 1.0756494092256728
['options', ('2022-07-15',)]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 5736171600.0
Sector 1YMF: 32.53000259399414
1YMF: 0.002990670641722085
risk trend factor: 1.0993578314473855
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0222  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  5.807773    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04378  Oil & Gas E&P  7110930432         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792      0.4    1.532868   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     4.247195       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.57  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  16.671316  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 72.260002 59.517328 73.726826 87.936323 65.140952 7.841204 49.458544 80.82336
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CIVI 0.002991 72.260002 5736171600.0 0.823297 0.000891 0.485954
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [51.372232152287275, 51.37223262366982, 51.37223220954063, 51.37223251010233]
inner cv sdevs: [46.68892014635354, 46.68892026084118, 46.6889202409121, 46.688920193884556]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 51.372232152287275 46.68892014635354
test cv mean error, stdev (10 folds): [55.240649879687474, 47.257059140146964]
sell date: 2022-08-28
expected return: 0.09487096410260844
discounted return: 0.0012255681702533217
quarter return: 1.1192773292028735
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 5252640900.0
Sector 1YMF: 22.279998779296875
1YMF: 0.00282585470482096
risk trend factor: 1.0878905897116047
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
CEIX  2.379059        0.868      100.167          5.642  282313984   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CEIX       0.22235  9.824903    196007120      0.33279    422536000   

     heldPercentInstitutions      industry   marketCap operatingCashflow  \
CEIX                 0.86884  Thermal Coal  1741250048         305568992   

     operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months  \
CEIX          0.04547           0    3.593283                     1.371392   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CEIX       0.02686      0.586        0.01416        0.05563         0.249   

     revenuePerShare  sector sharesOutstanding shortRatio  totalCash  \
CEIX          36.905  Energy          34480200       1.85  149912992   

     totalCashPerShare  totalDebt totalRevenue  
CEIX             4.348  673937984   1269694976  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 48.619999 48.146945 52.563492 56.980039 45.915397 7.098116 31.719165 60.111629
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CEIX 0.002826 48.619999 5252640900.0 0.806892 0.88812 0.521633
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [37.17757965786298, 37.177599654259346, 37.17758346919223, 37.177582876349014]
inner cv sdevs: [60.594009313268195, 60.594010488534494, 60.594019423616295, 60.59401174988886]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 37.17757965786298 60.594009313268195
test cv mean error, stdev (10 folds): [37.17759591773493, 60.59400035675132]
sell date: 2022-09-04
expected return: 0.4354238131587394
discounted return: 0.004472442586290981
quarter return: 1.5076427315207657
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.469450e+08  6.449200e+08  6.430330e+08   
Total Liab                        1.900704e+09  2.105167e+09  1.965198e+09   
Total Stockholder Equity          6.728130e+08  4.845800e+08  5.927330e+08   
Other Current Liab                1.790310e+08  2.688430e+08  1.451780e+08   
Total Assets                      2.573517e+09  2.589747e+09  2.557931e+09   
Common Stock                      3.450000e+05  3.450000e+05  3.450000e+05   
Other Current Assets              3.747200e+07  4.242800e+07  3.166900e+07   
Retained Earnings                 2.809600e+08  1.636370e+08  2.774260e+08   
Other Liab                        8.455480e+08  9.379920e+08  9.285180e+08   
Treasury Stock                   -2.554370e+08 -3.243220e+08 -3.280710e+08   
Other Assets                      5.153480e+08  5.008660e+08  4.742010e+08   
Cash                              1.499130e+08  1.619810e+08  1.466670e+08   
Total Current Liabilities         4.452320e+08  5.156760e+08  3.702570e+08   
Deferred Long Term Asset Charges  5.701100e+07  1.113720e+08  6.965600e+07   
Short Long Term Debt              3.658900e+07  2.765100e+07  3.139500e+07   
Other Stockholder Equity         -2.554370e+08 -3.243220e+08 -3.280710e+08   
Property Plant Equipment          1.671829e+09  1.704640e+09  1.711778e+09   
Total Current Assets              3.863400e+08  3.842410e+08  3.719520e+08   
Net Tangible Assets               6.728130e+08  4.845800e+08  5.927330e+08   
Net Receivables                   1.108630e+08  9.881800e+07  1.153080e+08   
Long Term Debt                    5.680520e+08  5.976970e+08  6.093260e+08   
Inventory                         6.287600e+07  5.601500e+07  5.929900e+07   
Accounts Payable                  8.034300e+07  7.839200e+07  6.807300e+07   

                                    2021-03-31  
Capital Surplus                   6.420540e+08  
Total Liab                        1.937495e+09  
Total Stockholder Equity          5.830650e+08  
Other Current Liab                1.260430e+08  
Total Assets                      2.520560e+09  
Common Stock                      3.440000e+05  
Other Current Assets              3.030000e+05  
Retained Earnings                 2.732540e+08  
Other Liab                        9.485460e+08  
Treasury Stock                   -3.325870e+08  
Other Assets                      4.475660e+08  
Cash                              9.117400e+07  
Total Current Liabilities         3.711940e+08  
Deferred Long Term Asset Charges  6.226100e+07  
Short Long Term Debt              2.888900e+07  
Other Stockholder Equity         -3.325870e+08  
Property Plant Equipment          1.736252e+09  
Total Current Assets              3.367420e+08  
Net Tangible Assets               5.830650e+08  
Net Receivables                   1.662310e+08  
Long Term Debt                    5.504440e+08  
Inventory                         5.520900e+07  
Accounts Payable                  7.538200e+07  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                        5226000.0   13242000.0   
Total Cashflows From Investing Activities  -35758000.0  -45884000.0   
Net Borrowings                             -30768000.0  -22550000.0   
Total Cash From Financing Activities       -30768000.0  -22551000.0   
Change To Operating Activities             -27258000.0    1564000.0   
Net Income                                 117323000.0 -113789000.0   
Change In Cash                             -14100000.0   12103000.0   
Total Cash From Operating Activities        52426000.0   80538000.0   
Depreciation                                56510000.0   55977000.0   
Other Cashflows From Investing Activities   -7843000.0    -156000.0   
Change To Inventory                         -6861000.0    3284000.0   
Change To Account Receivables               -9263000.0    8877000.0   
Change To Netincome                        -85331000.0  109242000.0   
Capital Expenditures                       -29434000.0  -45863000.0   
Repurchase Of Stock                                NaN      -1000.0   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                       -6922000.0    -73000.0  
Total Cashflows From Investing Activities  -40225000.0  -5494000.0  
Net Borrowings                              56940000.0 -29803000.0  
Total Cash From Financing Activities        54342000.0 -31875000.0  
Change To Operating Activities             -14728000.0  -3098000.0  
Net Income                                   4172000.0  26404000.0  
Change In Cash                             108726000.0  40627000.0  
Total Cash From Operating Activities        94609000.0  77996000.0  
Depreciation                                52199000.0  59897000.0  
Other Cashflows From Investing Activities    -156000.0   -182000.0  
Change To Inventory                         -3574000.0    475000.0  
Change To Account Receivables               50857000.0  -5764000.0  
Change To Netincome                         10414000.0  -1985000.0  
Capital Expenditures                       -43655000.0 -13800000.0  
Repurchase Of Stock                          -230000.0  -2072000.0  
Other Cashflows From Financing Activities   -2368000.0  -2368000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   332361000   26404000
2Q2021   303895000    4172000
3Q2021   294837000 -113789000
4Q2021   338602000  117323000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       162586000.0 -154047000.0   -4721000.0   
Minority Interest                              None         None         None   
Net Income                              117323000.0 -113789000.0    4172000.0   
Selling General Administrative           20131000.0   22476000.0   22542000.0   
Gross Profit                            111053000.0   86408000.0  102837000.0   
Ebit                                    150330000.0 -139095000.0    7904000.0   
Operating Income                        150330000.0 -139095000.0    7904000.0   
Other Operating Expenses               -115918000.0  147050000.0   20192000.0   
Interest Expense                        -15849000.0  -16045000.0  -16187000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       45263000.0  -40258000.0   -8893000.0   
Total Revenue                           338602000.0  294837000.0  303895000.0   
Total Operating Expenses                188272000.0  433932000.0  295991000.0   
Cost Of Revenue                         227549000.0  208429000.0  201058000.0   
Total Other Income Expense Net           12256000.0  -14952000.0  -12625000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          117323000.0 -113789000.0    4172000.0   
Net Income Applicable To Common Shares  117323000.0 -113789000.0    4172000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        31589000.0  
Minority Interest                              None  
Net Income                               26404000.0  
Selling General Administrative           23964000.0  
Gross Profit                            120238000.0  
Ebit                                     36592000.0  
Operating Income                         36592000.0  
Other Operating Expenses                  -215000.0  
Interest Expense                        -15261000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        5185000.0  
Total Revenue                           332361000.0  
Total Operating Expenses                295769000.0  
Cost Of Revenue                         212123000.0  
Total Other Income Expense Net           -5003000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           26404000.0  
Net Income Applicable To Common Shares   26404000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2228007    2022-01-30   
1  SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini...  1914035    2022-01-30   
2                           iShares Russell 2000 ETF   792575    2022-01-30   
3             Vanguard Total Stock Market Index Fund   735685    2021-12-30   
4  Victory Portfolios-Victory Integrity Small Cap...   704300    2021-12-30   
5                    DFA U.S. Small Cap Value Series   629572    2022-01-30   
6                 iShares S&P Smallcap 600 Value ETF   526608    2022-01-30   
7                Vanguard Extended Market Index Fund   430229    2021-12-30   
8                     iShares Russell 2000 Value ETF   366723    2022-01-30   
9             Pacer Small Cap U.S. Cash Cows 100 ETF   323552    2022-01-30   

    % Out     Value  
0  0.0640  48436872  
1  0.0550  41611120  
2  0.0228  17230580  
3  0.0211  16707406  
4  0.0202  15994653  
5  0.0181  13686895  
6  0.0151  11448457  
7  0.0124   9770500  
8  0.0105   7972558  
9  0.0093   7034020  ]
['options', ('2022-06-17', '2022-08-19')]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 85091501400.0
Sector 1YMF: 10.370002746582031
1YMF: 0.002488228513029857
risk trend factor: 1.0757264941030475
          beta currentRatio debtToEquity dividendRate dividendYield  \
CTRA -0.189215        1.751       29.377          0.6        0.0201   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
CTRA          2.487  2364999936       0.64441  8.591037   1148249984   

     grossMargins grossProfits heldPercentInstitutions       industry  \
CTRA      0.77684   2851000000                 0.94558  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CTRA  24952436736        1667000064          0.45559       0.182     0.09   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CTRA    5.269759                     6.799029       0.31553      1.699   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CTRA        0.08557        0.16538         4.191           7.296  Energy   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
CTRA         813577984        3.2  1036000000             1.273  3463000064   

     totalRevenue trailingPE  
CTRA   3670000128  34.891922  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 31.110001 29.591317 33.487619 37.383921 30.099841 3.173533 23.752774 36.446908
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CTRA 0.002488 31.110001 85091501400.0 0.755725 0.297053 0.466999
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [8.490921905599953, 8.49092190559995, 8.49091938114321, 8.49091959997832]
inner cv sdevs: [13.61240965411061, 13.61240965411061, 13.612411037707153, 13.612410995807492]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 8.49091938114321 13.612411037707153
test cv mean error, stdev (10 folds): [9.248663628059463, 14.053882917359559]
sell date: 2022-07-03
expected return: 0.09349971914706096
discounted return: 0.004978088843464068
quarter return: 1.5790888440851625
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.091100e+10  1.823373e+09  1.815770e+09   
Total Liab                 8.112000e+09  2.404585e+09  2.310672e+09   
Total Stockholder Equity   1.173800e+10  2.326112e+09  2.299895e+09   
Deferred Long Term Liab    5.000000e+06  5.329000e+06  5.844000e+06   
Other Current Liab         1.880000e+08  2.128940e+08  7.719900e+07   
Total Assets               1.990000e+10  4.730697e+09  4.610567e+09   
Common Stock               8.900000e+07  4.786200e+07  4.786200e+07   
Other Current Assets       2.400000e+07  1.323500e+07  1.540000e+07   
Retained Earnings          2.563000e+09  2.276071e+09  2.257320e+09   
Other Liab                 3.512000e+09  9.650310e+08  9.577370e+08   
Treasury Stock            -1.825000e+09 -1.821194e+09 -1.821057e+09   
Other Assets               7.200000e+07  3.109900e+07  3.170800e+07   
Cash                       1.036000e+09  7.627000e+07  1.581470e+08   
Total Current Liabilities  1.220000e+09  4.660100e+08  3.786840e+08   
Other Stockholder Equity   1.000000e+06  2.007000e+06  2.144000e+06   
Property Plant Equipment   1.769200e+10  4.256875e+09  4.182793e+09   
Total Current Assets       2.136000e+09  4.427230e+08  3.960660e+08   
Net Tangible Assets        1.173800e+10  2.326112e+09  2.299895e+09   
Net Receivables            1.037000e+09  3.404370e+08  2.051240e+08   
Long Term Debt             3.125000e+09  9.465090e+08  9.463160e+08   
Inventory                  3.900000e+07  1.278100e+07  1.739500e+07   
Accounts Payable           7.470000e+08  2.271920e+08  1.662560e+08   
Short Long Term Debt                NaN           NaN  1.000000e+08   

                             2021-03-31  
Capital Surplus            1.808232e+09  
Total Liab                 2.244882e+09  
Total Stockholder Equity   2.305970e+09  
Deferred Long Term Liab    6.360000e+06  
Other Current Liab         1.989500e+07  
Total Assets               4.550852e+09  
Common Stock               4.783800e+07  
Other Current Assets       2.198400e+07  
Retained Earnings          2.270819e+09  
Other Liab                 9.549700e+08  
Treasury Stock            -1.820919e+09  
Other Assets               3.078400e+07  
Cash                       1.736590e+08  
Total Current Liabilities  3.150920e+08  
Other Stockholder Equity   2.282000e+06  
Property Plant Equipment   4.108153e+09  
Total Current Assets       4.119150e+08  
Net Tangible Assets        2.305970e+09  
Net Receivables            2.004020e+08  
Long Term Debt             9.461230e+08  
Inventory                  1.587000e+07  
Accounts Payable           1.691010e+08  
Short Long Term Debt       1.000000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -17390000.0   76262000.0   
Total Cashflows From Investing Activities  771721000.0 -183894000.0   
Net Borrowings                              -2000000.0 -100000000.0   
Total Cash From Financing Activities      -764618000.0 -143963000.0   
Change To Operating Activities              17176000.0   -9218000.0   
Net Income                                 938468000.0   62714000.0   
Change In Cash                             959440000.0  -82663000.0   
Repurchase Of Stock                       -108431000.0 -108431000.0   
Total Cash From Operating Activities       952337000.0  245194000.0   
Depreciation                               410014000.0   97289000.0   
Dividends Paid                            -652187000.0  -43963000.0   
Change To Inventory                          2511000.0    4614000.0   
Change To Account Receivables             -159015000.0 -102009000.0   
Other Cashflows From Financing Activities   -2000000.0   -2000000.0   
Change To Netincome                       -320852000.0  148138000.0   
Capital Expenditures                      -268960000.0 -184101000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      -15297000.0    3425000.0  
Total Cashflows From Investing Activities -151302000.0 -123525000.0  
Net Borrowings                            -100000000.0  -88000000.0  
Total Cash From Financing Activities       -43963000.0 -133456000.0  
Change To Operating Activities               4956000.0  -13914000.0  
Net Income                                  30464000.0  126354000.0  
Change In Cash                             -16323000.0   33546000.0  
Repurchase Of Stock                       -108431000.0   -5569000.0  
Total Cash From Operating Activities       178942000.0  290527000.0  
Depreciation                                91549000.0   94148000.0  
Dividends Paid                             -43963000.0  -39887000.0  
Change To Inventory                         -1525000.0    -600000.0  
Change To Account Receivables               15143000.0   16881000.0  
Other Cashflows From Financing Activities   -2000000.0   -2000000.0  
Change To Netincome                         92703000.0   40011000.0  
Capital Expenditures                      -151322000.0 -123617000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    472918000  126354000
2Q2021    411788000   30464000
3Q2021    641678000   62714000
4Q2021   2143616000  938468000]
['quarterly_financials',                                           2021-12-31   2021-09-30  \
Research Development                            None         None   
Effect Of Accounting Charges                    None         None   
Income Before Tax                       1214465000.0   83216000.0   
Minority Interest                               None         None   
Net Income                               938468000.0   62714000.0   
Selling General Administrative            95410000.0   24998000.0   
Gross Profit                            1797984000.0  471530000.0   
Ebit                                    1298389000.0  135756000.0   
Operating Income                        1298389000.0  135756000.0   
Other Operating Expenses                 -14836000.0  209489000.0   
Interest Expense                         -24488000.0  -12577000.0   
Extraordinary Items                             None         None   
Non Recurring                                   None         None   
Other Items                                     None         None   
Income Tax Expense                       275997000.0   20502000.0   
Total Revenue                           2143616000.0  641678000.0   
Total Operating Expenses                 845227000.0  505922000.0   
Cost Of Revenue                          345632000.0  170148000.0   
Total Other Income Expense Net           -83924000.0  -52540000.0   
Discontinued Operations                         None         None   
Net Income From Continuing Ops           938468000.0   62714000.0   
Net Income Applicable To Common Shares   935468000.0   62714000.0   

                                         2021-06-30   2021-03-31  
Research Development                           None         None  
Effect Of Accounting Charges                   None         None  
Income Before Tax                        41304000.0  163015000.0  
Minority Interest                              None         None  
Net Income                               30464000.0  126354000.0  
Selling General Administrative           16837000.0   26755000.0  
Gross Profit                            262146000.0  319340000.0  
Ebit                                     60088000.0  177767000.0  
Operating Income                         60088000.0  177767000.0  
Other Operating Expenses                 91304000.0   18043000.0  
Interest Expense                        -12558000.0  -12377000.0  
Extraordinary Items                            None         None  
Non Recurring                                  None         None  
Other Items                                    None         None  
Income Tax Expense                       10840000.0   36661000.0  
Total Revenue                           411788000.0  472918000.0  
Total Operating Expenses                351700000.0  295151000.0  
Cost Of Revenue                         149642000.0  153578000.0  
Total Other Income Expense Net          -18784000.0  -14752000.0  
Discontinued Operations                        None         None  
Net Income From Continuing Ops           30464000.0  126354000.0  
Net Income Applicable To Common Shares   30464000.0  126354000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  23925372    2022-01-30   
1             Vanguard Total Stock Market Index Fund  23123140    2021-12-30   
2                      Vanguard Small-Cap Index Fund  20493160    2021-12-30   
3                            Vanguard 500 Index Fund  17229139    2021-12-30   
4                   Washington Mutual Investors Fund  16985001    2022-01-30   
5           Vanguard Fenway Funds-Equity Income Fund  16267453    2021-12-30   
6                         Income Fund of America Inc  13333912    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  12758989    2021-12-30   
8  Victory Portfolios-Sycamore Established Value ...  12049383    2022-01-30   
9                          Fundamental Investors Inc  11357657    2021-12-30   

    % Out      Value  
0  0.0297  523965646  
1  0.0287  439339660  
2  0.0254  389370040  
3  0.0214  327353641  
4  0.0211  371971521  
5  0.0202  309081607  
6  0.0165  292012672  
7  0.0158  242420791  
8  0.0150  263881487  
9  0.0141  215795483  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          14.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.28
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             46.68
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           95.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.39
governancePercentile                     0
militaryContract                     False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 49783403200.0
Sector 1YMF: 45.48998260498047
1YMF: 0.0016465607959883304
risk trend factor: 1.0583987680783176
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.778921        2.124       26.632            3        0.0241   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
EOG          4.838  10099000320       0.51064  12.900809   4534499840   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.65905  13034000000                 0.90667  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  74575568896        8791000064          0.30935       0.265     0.77   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.425791                     3.770823       0.23583      1.866   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.10329        0.21957         1.047           34.04  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585089984       2.09  5208999936             8.898  5906999808   

    totalRevenue trailingPE  
EOG  19776999424  24.572971  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 131.259995 119.225897 134.415556 149.605215 125.023334 8.717671 107.587992 142.458675
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
EOG 0.001647 131.259995 49783403200.0 0.856727 0.811415 0.485527
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [292.9270453853788, 292.9270439336202, 292.92704520194474, 292.932579020314]
inner cv sdevs: [278.02334416296463, 278.0233424023367, 278.02334431198744, 278.0363452309527]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 292.9270439336202 278.0233424023367
test cv mean error, stdev (10 folds): [320.1641374181127, 277.24759126505654]
sell date: 2022-09-18
expected return: 0.19502048924895965
discounted return: 0.0018771631537259914
quarter return: 1.1883159307933717
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.087000e+09  6.058000e+09  6.017000e+09   
Total Liab                        1.605600e+10  1.540700e+10  1.600400e+10   
Total Stockholder Equity          2.218000e+10  2.176500e+10  2.088100e+10   
Other Current Liab                1.523000e+09  1.224000e+09  1.698000e+09   
Total Assets                      3.823600e+10  3.717200e+10  3.688500e+10   
Common Stock                      2.060000e+08  2.060000e+08  2.060000e+08   
Other Current Assets              4.560000e+08  3.810000e+08  5.130000e+08   
Retained Earnings                 1.591900e+10  1.554200e+10  1.468900e+10   
Other Liab                        6.384000e+09  6.844000e+09  6.916000e+09   
Treasury Stock                   -3.200000e+07 -4.100000e+07 -3.100000e+07   
Other Assets                      4.830000e+08  1.278000e+09  1.291000e+09   
Cash                              5.209000e+09  4.293000e+09  3.880000e+09   
Total Current Liabilities         4.042000e+09  3.484000e+09  4.002000e+09   
Deferred Long Term Asset Charges  1.100000e+07  1.400000e+07  3.000000e+06   
Other Stockholder Equity         -1.200000e+07 -1.300000e+07 -1.500000e+07   
Property Plant Equipment          2.916900e+10  2.854500e+10  2.865900e+10   
Total Current Assets              8.584000e+09  7.349000e+09  6.935000e+09   
Net Tangible Assets               2.218000e+10  2.176500e+10  2.088100e+10   
Net Receivables                   2.335000e+09  2.154000e+09  2.026000e+09   
Long Term Debt                    4.859000e+09  5.079000e+09  5.086000e+09   
Inventory                         5.840000e+08  5.210000e+08  5.160000e+08   
Accounts Payable                  2.242000e+09  1.972000e+09  2.012000e+09   
Short Long Term Debt                       NaN  3.800000e+07  3.900000e+07   

                                    2021-03-31  
Capital Surplus                   5.979000e+09  
Total Liab                        1.540900e+10  
Total Stockholder Equity          2.076200e+10  
Other Current Liab                1.059000e+09  
Total Assets                      3.617100e+10  
Common Stock                      2.060000e+08  
Other Current Assets              4.130000e+08  
Retained Earnings                 1.460600e+10  
Other Liab                        7.003000e+09  
Treasury Stock                   -2.900000e+07  
Other Assets                      1.314000e+09  
Cash                              3.388000e+09  
Total Current Liabilities         3.312000e+09  
Deferred Long Term Asset Charges  4.000000e+06  
Other Stockholder Equity         -1.400000e+07  
Property Plant Equipment          2.866600e+10  
Total Current Assets              6.191000e+09  
Net Tangible Assets               2.076200e+10  
Net Receivables                   1.828000e+09  
Long Term Debt                    5.094000e+09  
Inventory                         5.620000e+08  
Accounts Payable                  1.945000e+09  
Short Long Term Debt              3.900000e+07  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      3.410000e+08 -6.800000e+07   
Total Cashflows From Investing Activities -8.370000e+08 -9.330000e+08   
Net Borrowings                            -1.000000e+07 -9.000000e+06   
Total Cash From Financing Activities      -1.414000e+09 -8.500000e+08   
Change To Operating Activities             2.000000e+07 -4.800000e+07   
Issuance Of Stock                          1.000000e+07  1.000000e+07   
Net Income                                 1.985000e+09  1.095000e+09   
Change In Cash                             9.160000e+08  4.130000e+08   
Repurchase Of Stock                       -8.000000e+06 -2.100000e+07   
Effect Of Exchange Rate                    1.000000e+06  1.000000e+06   
Total Cash From Operating Activities       3.166000e+09  2.196000e+09   
Depreciation                               1.072000e+09  1.009000e+09   
Other Cashflows From Investing Activities  1.000000e+08 -4.500000e+07   
Dividends Paid                            -2.241732e+08 -2.488268e+08   
Change To Inventory                       -1.080000e+08 -6.000000e+06   
Change To Account Receivables             -1.820000e+08 -1.450000e+08   
Change To Netincome                        1.200000e+07  1.530000e+08   
Capital Expenditures                      -1.014000e+09 -8.960000e+08   

                                             2021-06-30    2021-03-31  
Change To Liabilities                      1.100000e+07  1.720000e+08  
Total Cashflows From Investing Activities -8.280000e+08 -8.210000e+08  
Net Borrowings                            -9.000000e+06 -7.590000e+08  
Total Cash From Financing Activities      -2.410000e+08 -9.880000e+08  
Change To Operating Activities            -1.410000e+08 -2.830000e+08  
Issuance Of Stock                          9.000000e+06  9.000000e+06  
Net Income                                 9.070000e+08  6.770000e+08  
Change In Cash                             4.920000e+08  5.900000e+07  
Repurchase Of Stock                       -2.000000e+06 -1.000000e+07  
Effect Of Exchange Rate                    2.000000e+06 -2.000000e+06  
Total Cash From Operating Activities       1.559000e+09  1.870000e+09  
Depreciation                               9.570000e+08  9.430000e+08  
Other Cashflows From Investing Activities  5.400000e+07  9.100000e+07  
Dividends Paid                            -2.390000e+08 -2.190000e+08  
Change To Inventory                        3.700000e+07  6.400000e+07  
Change To Account Receivables             -1.860000e+08 -3.080000e+08  
Change To Netincome                        1.370000e+08  3.620000e+08  
Capital Expenditures                      -1.023000e+09 -9.170000e+08  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   4067000000   677000000
2Q2021   4515000000   907000000
3Q2021   5258000000  1095000000
4Q2021   5937000000  1985000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2499000000.0  1429000000.0   
Minority Interest                               None          None   
Net Income                              1985000000.0  1095000000.0   
Selling General Administrative           139000000.0   142000000.0   
Gross Profit                            4064000000.0  3440000000.0   
Ebit                                    2588000000.0  1470000000.0   
Operating Income                        2588000000.0  1470000000.0   
Other Operating Expenses                 180000000.0   771000000.0   
Interest Expense                         -38000000.0   -48000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       514000000.0   334000000.0   
Total Revenue                           5937000000.0  5258000000.0   
Total Operating Expenses                3349000000.0  3788000000.0   
Cost Of Revenue                         1873000000.0  1818000000.0   
Total Other Income Expense Net           -89000000.0   -41000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1985000000.0  1095000000.0   
Net Income Applicable To Common Shares  1985000000.0  1095000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1124000000.0   881000000.0  
Minority Interest                               None          None  
Net Income                               907000000.0   677000000.0  
Selling General Administrative           120000000.0   110000000.0  
Gross Profit                            2912000000.0  2618000000.0  
Ebit                                    1121000000.0   939000000.0  
Operating Income                        1121000000.0   939000000.0  
Other Operating Expenses                 666000000.0   582000000.0  
Interest Expense                         -45000000.0   -47000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       217000000.0   204000000.0  
Total Revenue                           4515000000.0  4067000000.0  
Total Operating Expenses                3394000000.0  3128000000.0  
Cost Of Revenue                         1603000000.0  1449000000.0  
Total Other Income Expense Net             3000000.0   -58000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           907000000.0   677000000.0  
Net Income Applicable To Common Shares   907000000.0   677000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  16628038    2021-12-30  0.0284   
1   Select Sector SPDR Fund-Energy Select  15554415    2022-01-30  0.0266   
2                 Vanguard 500 Index Fund  12390700    2021-12-30  0.0212   
3              Growth Fund Of America Inc  11079049    2022-02-27  0.0189   
4        Washington Mutual Investors Fund  10123086    2022-01-30  0.0173   
5                American Mutual Fund Inc   9597595    2022-01-30  0.0164   
6           Investment Company Of America   8922398    2021-12-30  0.0152   
7            JP Morgan Equity Income Fund   7968006    2021-12-30  0.0136   
8    Capital World Growth and Income Fund   6235135    2022-02-27  0.0106   
9                  SPDR S&P 500 ETF Trust   6192774    2022-01-30  0.0106   

        Value  
0  1477068615  
1  1734006184  
2  1100665881  
3  1273204311  
4  1128521627  
5  1069939890  
6   792576614  
7   707797972  
8   716541714  
9   690370445  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.73
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                     0
militaryContract                     False]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 6186219000.0
Sector 1YMF: 24.81000518798828
1YMF: 0.0019439660962536243
risk trend factor: 1.0528774421714568
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  4.088889   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83063   

           industry   marketCap operatingCashflow operatingMargins  \
ROCC  Oil & Gas E&P  1051397696         390172992          0.23271   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
ROCC           0     0.14    3.345455                       1.4818   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
ROCC       0.06175      0.404        0.08139        0.19205         1.903   

     revenuePerShare  sector sharesOutstanding shortRatio totalCash  \
ROCC           39.08  Energy          21163400        2.3   6358000   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
ROCC               0.3  525808992    709540992  21.113474  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 45.240002 29.444383 42.210556 54.976728 37.569365 5.330721 26.907924 48.230807
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROCC 0.001944 45.240002 6186219000.0 0.823206 0.622824 0.579733
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [71.38113556924571, 71.38113547261227, 71.38107197959948, 71.38107197165442]
inner cv sdevs: [76.5678010950792, 76.56780087204898, 76.56781110897751, 76.56781111187205]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 71.38107197165442 76.56781111187205
test cv mean error, stdev (10 folds): [75.727216744053, 79.00074871051713]
sell date: 2022-08-07
expected return: 0.11902086456874392
discounted return: 0.0021240275552245613
quarter return: 1.2155580840834126
['options', ('2022-07-15', '2022-12-16')]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 24607383000.0
Sector 1YMF: 34.04999542236328
1YMF: 0.0017705417922742942
risk trend factor: 1.0422402625987157
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.769607        1.418      122.347          1.5        0.0131   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
HES          0.634  3804999936       0.49467  25.03419   1165874944   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.83247  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  36287619072        2143000064          0.30083      0.4828     0.19   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    6.429591                     4.717579       0.09412      0.595   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07465         0.1547          0.21           24.97  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         309727008       2.85  1370000000             4.414  8622999552   

    totalRevenue trailingPE  
HES   7692000256  185.08688  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 120.07 111.313564 121.821587 132.32961 112.455397 8.510819 95.433758 129.477035
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HES 0.001771 120.07 24607383000.0 0.882322 0.938257 0.449035
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [189.7450140342545, 189.7450140343074, 189.74501403310452, 189.74501404243793]
inner cv sdevs: [200.65877762564895, 200.6587776221327, 200.65877762593144, 200.6587776288162]
best model: ['F', 'F']
best inner cv score, sdev (11 folds): 189.74501403310452 200.65877762593144
test cv mean error, stdev (10 folds): [207.17371143611325, 202.35855585333596]
sell date: 2022-09-18
expected return: 0.15596163362674056
discounted return: 0.001526770442668024
quarter return: 1.1506830958889815
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Liab                        1.275000e+10  1.348900e+10  1.323400e+10   
Total Stockholder Equity          6.308000e+09  6.300000e+09  5.609000e+09   
Minority Interest                 7.400000e+08  7.260000e+08  6.470000e+08   
Other Current Liab                2.190000e+09  1.193000e+09  9.330000e+08   
Total Assets                      1.979800e+10  2.051500e+10  1.949000e+10   
Common Stock                      7.074000e+09  3.100000e+08  3.100000e+08   
Other Current Assets              1.896000e+09  1.990000e+08  1.180000e+08   
Other Liab                        1.937000e+09  1.890000e+09  1.877000e+09   
Treasury Stock                   -7.660000e+08 -4.060000e+08 -7.960000e+08   
Other Assets                      1.560000e+09  1.129000e+09  7.660000e+08   
Cash                              1.370000e+09  2.713000e+09  2.419000e+09   
Total Current Liabilities         2.303000e+09  3.064000e+09  2.749000e+09   
Short Long Term Debt              2.200000e+07  5.170000e+08  5.140000e+08   
Other Stockholder Equity         -7.660000e+08 -4.060000e+08 -7.960000e+08   
Property Plant Equipment          1.497200e+10  1.467800e+10  1.446800e+10   
Total Current Assets              3.266000e+09  4.346000e+09  3.892000e+09   
Net Tangible Assets               6.308000e+09  5.940000e+09  5.249000e+09   
Long Term Debt                    7.934000e+09  7.941000e+09  7.993000e+09   
Capital Surplus                            NaN  6.017000e+09  5.903000e+09   
Retained Earnings                          NaN  3.790000e+08  1.920000e+08   
Good Will                                  NaN  3.600000e+08  3.600000e+08   
Deferred Long Term Asset Charges           NaN  7.100000e+07  2.600000e+07   
Long Term Investments                      NaN  2.000000e+06  4.000000e+06   
Net Receivables                            NaN  1.211000e+09  1.093000e+09   
Inventory                                  NaN  2.230000e+08  2.620000e+08   
Accounts Payable                           NaN  2.200000e+08  2.100000e+08   

                                    2021-06-30  
Total Liab                        1.263400e+10  
Total Stockholder Equity          5.488000e+09  
Minority Interest                 1.044000e+09  
Other Current Liab                9.670000e+08  
Total Assets                      1.916600e+10  
Common Stock                      3.100000e+08  
Other Current Assets              2.960000e+08  
Other Liab                        1.764000e+09  
Treasury Stock                   -8.360000e+08  
Other Assets                      6.480000e+08  
Cash                              2.430000e+09  
Total Current Liabilities         2.527000e+09  
Short Long Term Debt              5.110000e+08  
Other Stockholder Equity         -8.360000e+08  
Property Plant Equipment          1.418500e+10  
Total Current Assets              3.969000e+09  
Net Tangible Assets               5.128000e+09  
Long Term Debt                    7.712000e+09  
Capital Surplus                   5.859000e+09  
Retained Earnings                 1.550000e+08  
Good Will                         3.600000e+08  
Deferred Long Term Asset Charges  2.100000e+07  
Long Term Investments             4.000000e+06  
Net Receivables                   1.002000e+09  
Inventory                         2.410000e+08  
Accounts Payable                  1.780000e+08  ]
['quarterly_cashflow',                                              2022-03-31   2021-12-31  \
Change To Liabilities                      0.000000e+00   72000000.0   
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0   
Net Borrowings                            -5.060000e+08  -53000000.0   
Total Cash From Financing Activities      -6.650000e+08  -95000000.0   
Change To Operating Activities            -1.108000e+09  -51000000.0   
Issuance Of Stock                          3.300000e+07  110000000.0   
Net Income                                 4.170000e+08  265000000.0   
Change In Cash                            -1.343000e+09  294000000.0   
Total Cash From Operating Activities      -1.560000e+08  899000000.0   
Depreciation                               3.430000e+08  403000000.0   
Dividends Paid                            -1.190000e+08  -77000000.0   
Other Cashflows From Financing Activities -7.300000e+07  -75000000.0   
Change To Netincome                        1.920000e+08  218000000.0   
Capital Expenditures                      -5.460000e+08 -509000000.0   
Other Cashflows From Investing Activities           NaN   -1000000.0   
Change To Inventory                                 NaN   38000000.0   
Change To Account Receivables                       NaN -215000000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                      225000000.0   71000000.0  
Total Cashflows From Investing Activities -370000000.0  -60000000.0  
Net Borrowings                             287000000.0  -69000000.0  
Total Cash From Financing Activities      -256000000.0 -161000000.0  
Change To Operating Activities             -74000000.0  -37000000.0  
Issuance Of Stock                          110000000.0   75000000.0  
Net Income                                 115000000.0  -73000000.0  
Change In Cash                             -11000000.0  564000000.0  
Total Cash From Operating Activities       615000000.0  785000000.0  
Depreciation                               207000000.0  538000000.0  
Dividends Paid                             -77000000.0  -77000000.0  
Other Cashflows From Financing Activities -466000000.0  -90000000.0  
Change To Netincome                        309000000.0  194000000.0  
Capital Expenditures                      -498000000.0 -355000000.0  
Other Cashflows From Investing Activities   -2000000.0   -2000000.0  
Change To Inventory                        -40000000.0  -22000000.0  
Change To Account Receivables             -218000000.0   14000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1535000000  -73000000
3Q2021   1717000000  115000000
4Q2021   2188000000  265000000
1Q2022   2252000000  417000000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        702000000.0   568000000.0   
Minority Interest                        740000000.0   726000000.0   
Net Income                               417000000.0   265000000.0   
Selling General Administrative           423000000.0   402000000.0   
Gross Profit                            1570000000.0  1516000000.0   
Ebit                                     803000000.0   685000000.0   
Operating Income                         803000000.0   685000000.0   
Other Operating Expenses                 -36000000.0   -14000000.0   
Interest Expense                        -123000000.0  -121000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       197000000.0   212000000.0   
Total Revenue                           2252000000.0  2188000000.0   
Total Operating Expenses                1449000000.0  1503000000.0   
Cost Of Revenue                          682000000.0   672000000.0   
Total Other Income Expense Net          -101000000.0  -117000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           505000000.0   356000000.0   
Net Income Applicable To Common Shares   417000000.0   265000000.0   

                                          2021-09-30    2021-06-30  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        328000000.0   135000000.0  
Minority Interest                        647000000.0  1044000000.0  
Net Income                               115000000.0   -73000000.0  
Selling General Administrative           409000000.0   399000000.0  
Gross Profit                            1195000000.0  1213000000.0  
Ebit                                     424000000.0   254000000.0  
Operating Income                         424000000.0   254000000.0  
Other Operating Expenses                 -23000000.0   -20000000.0  
Interest Expense                        -125000000.0  -118000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       143000000.0   122000000.0  
Total Revenue                           1717000000.0  1535000000.0  
Total Operating Expenses                1293000000.0  1281000000.0  
Cost Of Revenue                          522000000.0   322000000.0  
Total Other Income Expense Net           -96000000.0  -119000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           185000000.0    13000000.0  
Net Income Applicable To Common Shares   115000000.0   -73000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0   Select Sector SPDR Fund-Energy Select  8106371    2022-01-30  0.0260   
1  Vanguard Total Stock Market Index Fund  7922572    2021-12-30  0.0255   
2                  Dodge & Cox Stock Fund  6588763    2021-12-30  0.0212   
3             Vanguard Mid-Cap Index Fund  6303240    2021-12-30  0.0203   
4                  Vanguard/Primecap Fund  6049200    2021-12-30  0.0194   
5                 Vanguard 500 Index Fund  5837872    2021-12-30  0.0188   
6            Fidelity Growth Company Fund  3600791    2022-02-27  0.0116   
7                  SPDR S&P 500 ETF Trust  2920036    2022-01-30  0.0094   
8                 Fidelity 500 Index Fund  2822946    2022-02-27  0.0091   
9    Fidelity Series Large Cap Stock Fund  2618572    2022-02-27  0.0084   

       Value  
0  748136979  
1  586508005  
2  487766124  
3  466628857  
4  447822276  
5  432177664  
6  363895938  
7  269490122  
8  285286922  
9  264632886  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       6.97
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                     0
militaryContract                     False]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 5611692500.0
Sector 1YMF: 1.1700019836425781
1YMF: 0.0029183887035863065
risk trend factor: 1.0
Empty DataFrame
Columns: []
Index: [TVTY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 31.6 31.867551 32.187619 32.507687 31.740317 0.960049 29.82022 33.660415
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TVTY 0.002918 31.6 5611692500.0 0.943172 0.510164 0.449517
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.3499984741211
Index Volume Factor: 0.0022254315395940014
Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [23.437302354648853, 23.437302324695864, 23.43730523304616, 23.43730524319808]
inner cv sdevs: [20.620170957952805, 20.620170913895695, 20.6201768922314, 20.6201768869547]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 23.437302324695864 20.620170913895695
test cv mean error, stdev (10 folds): [25.29395733901864, 20.731419404745342]
sell date: 2022-07-24
expected return: 0.05897098655315649
discounted return: 0.0014702507661197295
quarter return: 1.144724197588399
['options', ('2022-08-19',)]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 256214422000.0
Sector 1YMF: 21.77999496459961
1YMF: 0.0022195655324976204
risk trend factor: 0.9675696533828447
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0084   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  7.333333   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82163  Oil & Gas E&P  56493871104   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.25    3.730198   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.947259       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY    9.01181  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 62.09 60.915808 66.88381 72.851811 61.294445 4.783614 51.727217 70.861672
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
OXY 0.00222 62.09 256214422000.0 0.817613 0.738509 0.544974
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -263.8100280761719
Index Volume Factor: 0.0022075805827187875
Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [65.74632537823037, 65.74632526324514, 65.74632563897408, 65.74632473939108]
inner cv sdevs: [72.72855684487484, 72.7285560600168, 72.72855583412783, 72.72855645935246]
best model: ['F', 'T']
best inner cv score, sdev (11 folds): 65.74632473939108 72.72855645935246
test cv mean error, stdev (10 folds): [69.94735867807196, 74.99501086042389]
sell date: 2022-09-18
expected return: 0.15204190134433437
discounted return: 0.001490962320840783
quarter return: 1.1469042757640264
['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MUR
sector: Energy
Index: SP400
vol_30d_2yr: 33077715200.0
Sector 1YMF: 11.920003890991211
1YMF: 0.0010554991416093938
risk trend factor: 0.8435953991460802
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MUR  2.55625          0.6       80.704          0.7        0.0161  1488126976   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MUR       0.48315  5.593307   1159256320      0.81723   2271014000   

    heldPercentInstitutions       industry   marketCap operatingCashflow  \
MUR                 0.83585  Oil & Gas E&P  6752466944        1522727040   

    operatingMargins payoutRatio pegRatio priceToBook  \
MUR          0.21109      0.7836     0.18    1.674372   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MUR                     2.192315       0.03261      0.533        0.03902   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MUR        0.06042         0.471          19.932  Energy         155372000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
MUR       4.37  480587008             3.093  3393031936   3080061952   

    trailingPE  
MUR   66.96456  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 41.580002 32.779324 40.32127 47.863216 39.598281 3.268708 33.060864 46.135697
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MUR 0.001055 41.580002 33077715200.0 0.891467 0.791664 0.454943
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: 43.219993591308594
Sector Volume Factor: 0.0015231818763778249
Sector Risk Trend Factor: 1.395093250744777
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [26.871992144205784, 26.871992150022162, 26.871992150235926, 26.871992144997105]
inner cv sdevs: [29.605645173940232, 29.60564517761439, 29.60564517743851, 29.60564517392599]
best model: ['T', 'T']
best inner cv score, sdev (11 folds): 26.871992144205784 29.605645173940232
test cv mean error, stdev (10 folds): [28.72572118180319, 30.435903535486183]
sell date: 2022-09-18
expected return: 0.1925349142752104
discounted return: 0.0018552053107643296
quarter return: 1.185922273727027
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 4840968000.0
Sector 1YMF: 50.989990234375
1YMF: 0.0012578889180841519
risk trend factor: 0.8268198335018307
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-14 184.309998 174.372359 193.022857 211.673356 170.678412 18.041759 134.594895 206.761929
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
AZPN 0.001258 184.309998 4840968000.0 0.775395 0.752504 0.381769
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange risk_trend_factor
black linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -353.0699768066406
Sector Volume Factor: 0.00219037124135683
Sector Risk Trend Factor: -4.508044961227624
Index 1YMF: -63.869998931884766
Index Volume Factor: 0.0011014613124698796
Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator
  ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks
inner cv scores: [366.7245041926584, 366.72448797471003, 366.7245041926584, 366.7245036735472]
inner cv sdevs: [560.7658577875985, 560.7658611961473, 560.7658577875985, 560.7658580175564]
best model: ['T', 'F']
best inner cv score, sdev (11 folds): 366.72448797471003 560.7658611961473
test cv mean error, stdev (10 folds): [401.82341576592614, 576.5005602318051]
sell date: 2022-07-24
expected return: 0.11635016787519324
discounted return: 0.0028261549197503566
quarter return: 1.296462672251224
['options', ('2022-07-15', '2022-12-16')]
exp_return sell_date days_delta disc_rtn qtr_rtn outer_cv_avg_rmse_n11 outer_cv_std_n11 mean_revert_flag price Sector Index error_price_ratio std_price_ratio
SYMBOL
VPU 0.045293 2022-06-19 4 0.011136 2.769969 49.980765 50.637006 False 144.529999 error nan 0.345816 0.350356
NTUS 0.042142 2022-06-19 4 0.010373 2.584149 10.626461 12.414671 False 31.790001 Healthcare SP600 0.334271 0.390521
APA 0.146089 2022-07-03 18 0.007604 2.007578 39.791599 45.971410 False 46.000000 Energy SP500 0.865035 0.999378
CTRA 0.093500 2022-07-03 18 0.004978 1.579089 9.248664 14.053883 False 31.110001 Energy SP500 0.297289 0.451748
CEIX 0.435424 2022-09-04 81 0.004472 1.507643 37.177596 60.594000 False 48.619999 Energy SP600 0.764656 1.246277
SM 0.416179 2022-09-18 95 0.003669 1.400702 59.859792 83.931726 False 48.680000 Energy SP600 1.229659 1.724152
AZPN 0.116350 2022-07-24 39 0.002826 1.296463 401.823416 576.500560 False 184.309998 Technology SP400 2.180150 3.127885
LNTH 0.234502 2022-09-18 95 0.002220 1.226316 42.463777 63.031572 False 62.580002 Healthcare SP600 0.678552 1.007216
ROCC 0.119021 2022-08-07 53 0.002124 1.215558 75.727217 79.000749 False 45.240002 Energy SP600 1.673900 1.746259
VAW 0.050287 2022-07-10 25 0.001964 1.197882 228.726728 120.886783 False 169.380005 error nan 1.350376 0.713702
EOG 0.195020 2022-09-18 95 0.001877 1.188316 320.164137 277.247591 False 131.259995 Energy SP500 2.439160 2.112202
MUR 0.192535 2022-09-18 95 0.001855 1.185922 28.725721 30.435904 False 41.580002 Energy SP400 0.690854 0.731984
PDCE 0.176771 2022-09-18 95 0.001715 1.170738 75.006950 76.866431 False 81.650002 Energy SP400 0.918640 0.941414
FANG 0.176500 2022-09-18 95 0.001712 1.170476 452.091010 406.584712 False 149.630005 Energy SP500 3.021393 2.717267
HES 0.155962 2022-09-18 95 0.001527 1.150683 207.173711 202.358556 False 120.070000 Energy SP500 1.725441 1.685338
OXY 0.152042 2022-09-18 95 0.001491 1.146904 69.947359 74.995011 False 62.090000 Energy SP500 1.126548 1.207844
TVTY 0.058971 2022-07-24 39 0.001470 1.144724 25.293957 20.731419 False 31.600000 error SP600 0.800442 0.656058
MRO 0.141926 2022-09-18 95 0.001398 1.137150 13.299650 18.071933 False 28.790001 Energy SP500 0.461954 0.627716
VNQ 0.041482 2022-07-17 32 0.001271 1.123953 42.999334 39.984518 False 87.320000 error nan 0.492434 0.457908
CIVI 0.094871 2022-08-28 74 0.001226 1.119277 55.240650 47.257059 True 72.260002 Energy SP600 0.764471 0.653986
PBF 0.048794 2022-07-24 39 0.001222 1.118941 22.654817 23.095485 False 38.919998 Energy SP600 0.582087 0.593409
XOM 0.119850 2022-09-18 95 0.001192 1.115854 113.905467 113.228428 False 96.099998 Energy SP500 1.185281 1.178235
VIS 0.029960 2022-07-10 25 0.001181 1.114753 224.843168 189.322891 False 164.399994 error nan 1.367659 1.151599
VCR 0.046710 2022-07-24 39 0.001171 1.113705 969.516354 924.206924 False 228.220001 error nan 4.248166 4.049632
SAFM 0.027646 2022-07-10 25 0.001091 1.105564 325.355867 377.509204 False 207.410004 Consumer Defensive SP400 1.568660 1.820111
VGT 0.043232 2022-07-24 39 0.001086 1.104994 1191.988052 1176.784160 False 323.260010 error nan 3.687397 3.640364
VDC 0.042087 2022-07-24 39 0.001058 1.102135 78.145570 43.943198 False 178.809998 error nan 0.437031 0.245754
PXD 0.100310 2022-09-18 95 0.001007 1.096994 969.327952 992.574433 False 264.549988 Energy SP500 3.664063 3.751935
VDE 0.099494 2022-09-18 95 0.000999 1.096206 174.193511 183.734248 False 117.059998 error nan 1.488070 1.569573
MUSA 0.061104 2022-08-14 60 0.000989 1.095206 734.658523 887.264018 False 233.460007 Consumer Cyclical SP400 3.146828 3.800497
DVN 0.097542 2022-09-18 95 0.000980 1.094321 79.151000 110.385769 False 70.589996 Energy SP500 1.121278 1.563759
DINO 0.070160 2022-08-28 74 0.000917 1.087958 70.467720 72.439716 False 52.709999 Energy SP400 1.336895 1.374307
MTDR 0.089332 2022-09-18 95 0.000901 1.086393 59.493004 61.393550 False 61.389999 Energy SP400 0.969099 1.000058
CVX 0.082801 2022-09-18 95 0.000838 1.080085 165.408395 129.424147 False 167.550003 Energy SP500 0.987218 0.772451
ACC 0.026344 2022-07-17 32 0.000813 1.077625 18.106531 12.470131 False 64.419998 error SP400 0.281070 0.193575
SWX 0.048709 2022-08-14 60 0.000793 1.075649 42.239784 48.015148 False 87.040001 Utilities SP400 0.485292 0.551645
MCK 0.063146 2022-09-04 81 0.000756 1.072024 494.614313 651.709317 False 306.519989 Healthcare SP500 1.613645 2.126156
COP 0.073263 2022-09-18 95 0.000745 1.070869 156.209939 161.169931 False 111.489998 Energy SP500 1.401112 1.445600
SLY 0.045324 2022-08-14 60 0.000739 1.070331 66.840570 58.040468 False 80.730003 error nan 0.827952 0.718945
HRB 0.039744 2022-08-07 53 0.000736 1.069995 8.086119 7.483224 False 34.380001 Consumer Cyclical SP400 0.235198 0.217662
MDYG 0.044351 2022-08-14 60 0.000724 1.068804 39.399144 32.975028 False 61.660000 error nan 0.638974 0.534788
VOX 0.062358 2022-09-11 88 0.000688 1.065283 106.360931 94.433444 False 92.730003 error nan 1.146996 1.018370
MTOR 0.017132 2022-07-10 25 0.000680 1.064507 14.849095 9.028333 False 36.000000 Consumer Cyclical SP600 0.412475 0.250787
TWI 0.065482 2022-09-18 95 0.000668 1.063350 5.318454 8.324358 False 19.150000 Industrials SP600 0.277726 0.434692
VHT 0.040743 2022-08-14 60 0.000666 1.063146 275.740090 236.083616 False 220.690002 error nan 1.249445 1.069752
VLO 0.060260 2022-09-18 95 0.000616 1.058303 275.433175 336.448620 False 133.750000 Energy SP500 2.059313 2.515504
Y 0.030870 2022-08-07 53 0.000574 1.054192 6331.714207 10213.949083 False 832.000000 Financial Services SP400 7.610233 12.276381
MPC 0.033797 2022-08-28 74 0.000449 1.042189 140.594809 186.039339 False 102.669998 Energy SP500 1.369386 1.812013
SPTM 0.033776 2022-08-28 74 0.000449 1.042163 14.411596 10.263316 False 46.099998 error nan 0.312616 0.222632
VFH 0.033377 2022-08-28 74 0.000444 1.041663 50.450414 37.843918 False 76.820000 error nan 0.656735 0.492631
SPY 0.031070 2022-08-28 74 0.000414 1.038772 944.421057 678.950227 False 373.869995 error nan 2.526068 1.816006
BANF -0.003024 2022-08-07 53 -0.000057 0.994757 57.955677 39.112075 False 91.309998 error SP600 0.634713 0.428344